NGX Phys, FP (US/MM) AB-NIT - (Jul 24, 2008)
Strip Begin DateStrip End DateInstrumentSettlement
23-JUL-0823-JUL-08YD-Jul 23 8.5125
24-JUL-0824-JUL-08SD-Jul 24 8.5225
25-JUL-0825-JUL-08D-Jul 25 8.0325
26-JUL-0826-JUL-08D-Jul 26 8.0625
27-JUL-0827-JUL-08D-Jul 27 8.0625
28-JUL-0828-JUL-08D-Jul 28 8.0625
29-JUL-0829-JUL-08D-Jul 29 8.0625
30-JUL-0830-JUL-08D-Jul 30 8.0625
31-JUL-0831-JUL-08D-Jul 31 8.0625
01-AUG-0801-AUG-08D-Aug 01 8.1150
02-AUG-0802-AUG-08D-Aug 02 8.1150
03-AUG-0803-AUG-08D-Aug 03 8.1150
04-AUG-0804-AUG-08D-Aug 04 8.1150
05-AUG-0805-AUG-08D-Aug 05 8.1150
06-AUG-0806-AUG-08D-Aug 06 8.1150
07-AUG-0807-AUG-08D-Aug 07 8.1150
08-AUG-0808-AUG-08D-Aug 08 8.1150
09-AUG-0809-AUG-08D-Aug 09 8.1150
10-AUG-0810-AUG-08D-Aug 10 8.1150
11-AUG-0811-AUG-08D-Aug 11 8.1150
12-AUG-0812-AUG-08D-Aug 12 8.1150
13-AUG-0813-AUG-08D-Aug 13 8.1150
14-AUG-0814-AUG-08D-Aug 14 8.1150
15-AUG-0815-AUG-08D-Aug 15 8.1150
16-AUG-0816-AUG-08D-Aug 16 8.1150
17-AUG-0817-AUG-08D-Aug 17 8.1150
18-AUG-0818-AUG-08D-Aug 18 8.1150
19-AUG-0819-AUG-08D-Aug 19 8.1150
20-AUG-0820-AUG-08D-Aug 20 8.1150
21-AUG-0821-AUG-08D-Aug 21 8.1150
22-AUG-0822-AUG-08D-Aug 22 8.1150
23-AUG-0823-AUG-08D-Aug 23 8.1150
24-AUG-0824-AUG-08D-Aug 24 8.1150
25-AUG-0825-AUG-08D-Aug 25 8.1150
26-AUG-0826-AUG-08D-Aug 26 8.1150
27-AUG-0827-AUG-08D-Aug 27 8.1150
28-AUG-0828-AUG-08D-Aug 28 8.1150
29-AUG-0829-AUG-08D-Aug 29 8.1150
30-AUG-0830-AUG-08D-Aug 30 8.1150
31-AUG-0831-AUG-08D-Aug 31 8.1150
01-AUG-0831-AUG-08M-Aug 08 8.0875
01-SEP-0830-SEP-08M-Sep 08 8.1775
01-OCT-0831-OCT-08M-Oct 08 8.2725
01-NOV-0830-NOV-08M-Nov 08 8.6175
01-DEC-0831-DEC-08M-Dec 08 9.0600
01-JAN-0931-JAN-09M-Jan 09 9.2050
01-FEB-0928-FEB-09M-Feb 09 9.2800
01-MAR-0931-MAR-09M-Mar 09 9.1750
01-APR-0930-APR-09M-Apr 09 8.5050
01-MAY-0931-MAY-09M-May 09 8.4175
01-JUN-0930-JUN-09M-Jun 09 8.4825
01-JUL-0931-JUL-09M-Jul 09 8.5700
01-AUG-0931-AUG-09M-Aug 09 8.6350
01-SEP-0930-SEP-09M-Sep 09 8.6675
01-OCT-0931-OCT-09M-Oct 09 8.7500
01-NOV-0930-NOV-09M-Nov 09 9.0775
01-DEC-0931-DEC-09M-Dec 09 9.4275
01-JAN-1031-JAN-10M-Jan 10 9.6475
01-FEB-1028-FEB-10M-Feb 10 9.5975
01-MAR-1031-MAR-10M-Mar 10 9.3475
01-APR-1030-APR-10M-Apr 10 8.0725
01-MAY-1031-MAY-10M-May 10 7.9225
01-JUN-1030-JUN-10M-Jun 10 7.9975
01-JUL-1031-JUL-10M-Jul 10 8.0925
01-AUG-1031-AUG-10M-Aug 10 8.1625
01-SEP-1030-SEP-10M-Sep 10 8.1875
01-OCT-1031-OCT-10M-Oct 10 8.2725
01-NOV-1030-NOV-10M-Nov 10 8.5625
01-DEC-1031-DEC-10M-Dec 10 8.9225
01-JAN-1131-JAN-11M-Jan 11 9.1425
01-FEB-1128-FEB-11M-Feb 11 9.1325
01-MAR-1131-MAR-11M-Mar 11 8.8825
01-APR-1130-APR-11M-Apr 11 7.5675
01-MAY-1131-MAY-11M-May 11 7.4725
01-JUN-1130-JUN-11M-Jun 11 7.5525
01-JUL-1131-JUL-11M-Jul 11 7.6475
01-AUG-1131-AUG-11M-Aug 11 7.7225
01-SEP-1130-SEP-11M-Sep 11 7.7475
01-OCT-1131-OCT-11M-Oct 11 7.8375
01-NOV-1130-NOV-11M-Nov 11 8.3200
01-DEC-1131-DEC-11M-Dec 11 8.3200
01-JAN-1231-JAN-12M-Jan 12 8.3200
01-FEB-1229-FEB-12M-Feb 12 8.3200
01-MAR-1231-MAR-12M-Mar 12 8.3200
01-APR-1230-APR-12M-Apr 12 7.6625
01-MAY-1231-MAY-12M-May 12 7.6625
01-JUN-1230-JUN-12M-Jun 12 7.6625
01-JUL-1231-JUL-12M-Jul 12 7.6625
01-AUG-1231-AUG-12M-Aug 12 7.6625
01-SEP-1230-SEP-12M-Sep 12 7.6625
01-OCT-1231-OCT-12M-Oct 12 7.6625
01-NOV-1230-NOV-12M-Nov 12 8.3550
01-DEC-1231-DEC-12M-Dec 12 8.3550
01-JAN-1331-JAN-13M-Jan 13 8.3550
01-FEB-1328-FEB-13M-Feb 13 8.3550
01-MAR-1331-MAR-13M-Mar 13 8.3550
01-APR-1330-APR-13M-Apr 13 7.5675
01-MAY-1331-MAY-13M-May 13 7.5675
01-JUN-1330-JUN-13M-Jun 13 7.5675
01-JUL-1331-JUL-13M-Jul 13 7.5675
01-AUG-0831-AUG-08IM-Aug 08 -1.1025
01-SEP-0830-SEP-08IM-Sep 08 0.0100
01-OCT-0831-OCT-08IM-Oct 08 0.0100
01-NOV-0830-NOV-08IM-Nov 08 0.0100
01-DEC-0831-DEC-08IM-Dec 08 0.0100
01-JAN-0931-JAN-09IM-Jan 09 0.0100
01-FEB-0928-FEB-09IM-Feb 09 0.0100
01-MAR-0931-MAR-09IM-Mar 09 0.0075
01-APR-0930-APR-09IM-Apr 09 0.0050
01-MAY-0931-MAY-09IM-May 09 0.0050
01-JUN-0930-JUN-09IM-Jun 09 0.0050
01-JUL-0931-JUL-09IM-Jul 09 0.0050
01-AUG-0931-AUG-09IM-Aug 09 0.0050
01-SEP-0930-SEP-09IM-Sep 09 0.0050
01-OCT-0931-OCT-09IM-Oct 09 0.0050
01-NOV-0930-NOV-09IM-Nov 09 0.0050
01-DEC-0931-DEC-09IM-Dec 09 0.0050
01-JAN-1031-JAN-10IM-Jan 10 0.0050
01-FEB-1028-FEB-10IM-Feb 10 0.0050
01-MAR-1031-MAR-10IM-Mar 10 0.0050
01-APR-1030-APR-10IM-Apr 10 0.0050
01-MAY-1031-MAY-10IM-May 10 0.0050
01-JUN-1030-JUN-10IM-Jun 10 0.0050
01-JUL-1031-JUL-10IM-Jul 10 0.0050
01-AUG-1031-AUG-10IM-Aug 10 0.0050
01-SEP-1030-SEP-10IM-Sep 10 0.0050
01-OCT-1031-OCT-10IM-Oct 10 0.0050
01-NOV-1030-NOV-10IM-Nov 10 0.0050
01-DEC-1031-DEC-10IM-Dec 10 0.0050
01-JAN-1131-JAN-11IM-Jan 11 0.0050
01-FEB-1128-FEB-11IM-Feb 11 0.0050
01-MAR-1131-MAR-11IM-Mar 11 0.0050
01-APR-1130-APR-11IM-Apr 11 0.0050
01-MAY-1131-MAY-11IM-May 11 0.0050
01-JUN-1130-JUN-11IM-Jun 11 0.0050
01-JUL-1131-JUL-11IM-Jul 11 0.0050
01-AUG-1131-AUG-11IM-Aug 11 0.0050
01-SEP-1130-SEP-11IM-Sep 11 0.0050
01-OCT-1131-OCT-11IM-Oct 11 0.0050
01-NOV-1130-NOV-11IM-Nov 11 0.0050
01-DEC-1131-DEC-11IM-Dec 11 0.0050
01-JAN-1231-JAN-12IM-Jan 12 0.0050
01-FEB-1229-FEB-12IM-Feb 12 0.0050
01-MAR-1231-MAR-12IM-Mar 12 0.0050
01-APR-1230-APR-12IM-Apr 12 0.0050
01-MAY-1231-MAY-12IM-May 12 0.0050
01-JUN-1230-JUN-12IM-Jun 12 0.0050
01-JUL-1231-JUL-12IM-Jul 12 0.0050
01-AUG-1231-AUG-12IM-Aug 12 0.0050
01-SEP-1230-SEP-12IM-Sep 12 0.0050
01-OCT-1231-OCT-12IM-Oct 12 0.0050
01-NOV-1230-NOV-12IM-Nov 12 0.0050
01-DEC-1231-DEC-12IM-Dec 12 0.0050
01-JAN-1331-JAN-13IM-Jan 13 0.0050
01-FEB-1328-FEB-13IM-Feb 13 0.0050
01-MAR-1331-MAR-13IM-Mar 13 0.0050
01-APR-1330-APR-13IM-Apr 13 0.0050
01-MAY-1331-MAY-13IM-May 13 0.0050
01-JUN-1330-JUN-13IM-Jun 13 0.0050
01-JUL-1331-JUL-13IM-Jul 13 0.0050