Everyone knows about radio signals coming through wah pedals. I was reading the Dunlop FAQ about this phenomenon when I came to #2:

Second, check to see if (the signal) is coming in through the guitar. Turn the volume of the guitar down to zero and see if you still get the radio signal. If yes, you might want to try putting a .0068-microfarad capacitor on the input jack between the tip and the shaft. (The capacitor can be a ceramic or polyester type and voltage rating of any size works.) This will also kill the high end of your sound. If this doesn't work, then...

Sure enough, the majority of the radio signal was coming through the guitar (a Fender Strat). When the volume was down to zero, the bulk of the signal disappeared.

BUT....when the volume knob on the guitar was at 10, the radio signal magically cut out as well.

Has anyone ever noticed this? Anyone know why? My only guess at the moment is that two somethings are touching when then knob is at 0 and at 10 that stop the signal, but I'm not sure what it could be or why.