|
|
|||||||||||||||
Interest rate swaps - Avg over Month
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | | 1 year | 2 year | 3 year | 4 year | 5 year | 7 year | 10 year | 30 year | |US Int Rates |US Int Rates |US Int Rates |US Int Rates |US Int Rates |US Int Rates |US Int Rates |US Int Rates | year mn Avg over|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_| 2008.11 e 2.1788 2.4575 2.9163 3.3050 3.5875 3.9675 4.2313 4.2725 2008.10 e 2.8732 2.9014 3.2859 3.5805 3.7927 4.0827 4.2995 4.3082 2008.09 e 3.0152 3.2019 3.5086 3.7229 3.8662 4.1029 4.3238 4.6490 2008.08 e 3.0367 3.3995 3.7514 3.9805 4.1424 4.3938 4.6286 4.9662 2008.07 e 3.0932 3.5104 3.8613 4.0843 4.2383 4.4752 4.6987 5.0183 2008.06 e 3.2238 3.6752 4.0157 4.2386 4.3814 4.5929 4.7895 5.1357 2008.05 e 2.8719 3.2186 3.5205 3.7500 3.9243 4.2005 4.4724 4.9195 2008.04 e 2.7027 2.8527 3.1441 3.4177 3.6350 3.9664 4.2859 4.7955 2008.03 e 2.4110 2.5043 2.8133 3.1271 3.3924 3.8014 4.1948 4.7762 2008.02 e 2.6935 2.7940 3.0740 3.3595 3.6160 4.0185 4.4095 4.9850 2008.01 e 3.3600 3.2057 3.3271 3.5100 3.6905 4.0110 4.3381 4.8210 2007.12 e 4.3025 4.0025 4.0595 4.1790 4.3050 4.5250 4.7545 5.0960 2007.11 e 4.4315 4.2320 4.2950 4.4090 4.5255 4.7130 4.9100 5.2015 2007.10 e 4.7968 4.6436 4.6923 4.7736 4.8586 4.9991 5.1536 5.3882 2007.09 e 4.9184 4.7205 4.7353 4.7942 4.8653 4.9974 5.1621 5.4032 2007.08 e 5.0922 4.9761 5.0113 5.0739 5.1404 5.2678 5.4065 5.6317 2007.07 e 5.4029 5.3443 5.3805 5.4362 5.4914 5.5795 5.6833 5.8452 2007.06 e 5.4614 5.4310 5.4571 5.4957 5.5367 5.6081 5.6910 5.8529 2007.05 e 5.3532 5.1614 5.1059 5.1082 5.1305 5.1859 5.2745 5.4664 2007.04 e 5.2995 5.0567 5.0014 5.0124 5.0424 5.1105 5.2090 5.4110 2007.03 e 5.2241 4.9868 4.9195 4.9205 4.9441 5.0014 5.0891 5.2668 2007.02 e 5.3884 5.2326 5.1653 5.1526 5.1611 5.1947 5.2521 5.3832 2007.01 e 5.3752 5.2190 5.1519 5.1405 5.1495 5.1795 5.2314 5.3600 2006.12 e 5.2480 5.0145 4.9350 4.9215 4.9315 4.9655 5.0260 5.1705 2006.11 e 5.3095 5.0990 5.0338 5.0224 5.0305 5.0633 5.1157 5.2371 2006.10 e 5.3686 5.1938 5.1495 5.1495 5.1657 5.2090 5.2633 5.4019 2006.09 e 5.3815 5.2055 5.1500 5.1515 5.1700 5.2140 5.2680 5.3825 2006.08 e 5.4957 5.3557 5.3091 5.3183 5.3387 5.3813 5.4387 5.5535 2006.07 e 5.6620 5.6065 5.5855 5.5970 5.6155 5.6505 5.6995 5.7725 2006.06 e 5.5982 5.5577 5.5500 5.5623 5.5827 5.6168 5.6645 5.7518 2006.05 e 5.3982 5.4009 5.4150 5.4441 5.4827 5.5527 5.6355 5.7686 2006.04 e 5.3295 5.3205 5.3245 5.3520 5.3860 5.4415 5.5135 5.6345 2006.03 e 5.1852 5.1635 5.1557 5.1704 5.1887 5.2178 5.2535 5.3091 2006.02 e 5.0784 5.0547 5.0463 5.0511 5.0637 5.0774 5.0932 5.1384 2006.01 e 4.8430 4.8010 4.7910 4.8040 4.8250 4.8600 4.9135 5.0700 2005.12 e 4.8376 4.8557 4.8719 4.8962 4.9219 4.9600 5.0205 5.1995 2005.11 e 4.7850 4.8452 4.8814 4.9138 4.9476 5.0005 5.0786 5.2729 2005.10 e 4.5730 4.6625 4.7060 4.7415 4.7760 4.8345 4.9200 5.1415 2005.09 e 4.2148 4.3010 4.3490 4.3848 4.4238 4.5038 4.6148 4.8933 2005.08 e 4.2739 4.4274 4.4922 4.5348 4.5717 4.6330 4.7200 4.9400 2005.07 e 4.0725 4.2105 4.2860 4.3430 4.3935 4.4780 4.5910 4.8655 2005.06 e 3.8195 3.9727 4.0564 4.1173 4.1750 4.2705 4.4055 4.7245 2005.05 e 3.7614 4.0038 4.1348 4.2224 4.2976 4.4262 4.5895 4.9433 2005.04 e 3.7386 4.0662 4.2481 4.3710 4.4686 4.6238 4.8038 5.1548 2005.03 e 3.6955 4.0943 4.3070 4.4509 4.5626 4.7248 4.9109 5.2596 2005.02 e 3.3789 3.7068 3.8858 4.0158 4.1247 4.3047 4.5216 4.9384 2005.01 e 3.2135 3.5700 3.7770 3.9465 4.0935 4.3385 4.6150 5.1315 2004.12 e 3.0218 3.3813 3.6117 3.8113 3.9917 4.2939 4.6309 5.2539 2004.11 e 2.8110 3.1975 3.4745 3.7105 3.9160 4.2475 4.5975 5.2430 2004.10 e 2.4790 2.9105 3.2540 3.5340 3.7635 4.1360 4.5190 5.2030 2004.09 e 2.3748 2.8590 3.2386 3.5357 3.7805 4.1671 4.5576 5.2571 2004.08 e 2.2836 2.8905 3.3318 3.6727 3.9477 4.3577 4.7600 5.4291 2004.07 e 2.3352 3.0519 3.5295 3.8881 4.1705 4.5805 4.9738 5.5895 2004.06 e 2.3571 3.1677 3.7123 4.1082 4.4091 4.8377 5.2323 5.8123 2004.05 e 2.0271 2.8890 3.5176 3.9748 4.3195 4.7852 5.2029 5.7914 2004.04 e 1.6219 2.3414 2.9300 3.3882 3.7464 4.2495 4.7227 5.4459 2004.03 e 1.3291 1.8713 2.3883 2.8152 3.1630 3.6883 4.1970 5.0478 2004.02 e 1.4116 2.0621 2.6432 3.0974 3.4589 3.9779 4.4705 5.2542 2004.01 e 1.4125 2.0670 2.6555 3.1175 3.4900 4.0115 4.5085 5.2970 2003.12 e 1.5055 2.2405 2.8436 3.3082 3.6709 4.1736 4.6591 5.3932 2003.11 e 1.5144 2.2294 2.8372 3.3061 3.6767 4.1972 4.6883 5.4222 2003.10 e 1.4168 2.0650 2.6805 3.1795 3.5864 4.1595 4.6927 5.4705 2003.09 e 1.3471 2.0200 2.6790 3.2157 3.6457 4.2329 4.7548 5.5229 2003.08 e 1.4219 2.1362 2.8205 3.3695 3.8138 4.4138 4.9476 5.7124 2003.07 e 1.2050 1.6452 2.1957 2.6909 3.1100 3.7096 4.2778 5.1722 2003.06 e 1.0900 1.3867 1.7862 2.1795 2.5400 3.0952 3.6457 4.6267 2003.05 e 1.2576 1.6090 2.0695 2.4943 2.8581 3.4043 3.9295 4.8257 2003.04 e 1.3671 1.8841 2.4441 2.9127 3.2977 3.8400 4.3509 5.1845 2003.03 e 1.3290 1.8233 2.3548 2.7962 3.1633 3.6948 4.2119 5.0867 2003.02 e 1.4053 1.9074 2.4721 2.9316 3.3016 3.8321 4.3363 5.1742 2003.01 e 1.4833 2.0429 2.6124 3.0652 3.4324 3.9629 4.4700 5.3086 2002.12 e 1.5752 2.1976 2.7562 3.1662 3.4948 4.0119 4.5029 5.3262 2002.11 e 1.6353 2.2426 2.7721 3.1742 3.5026 4.0174 4.5174 5.3621 2002.10 e 1.8241 2.3259 2.8127 3.2027 3.5305 4.0491 4.5355 5.3441 2002.09 e 1.8715 2.3950 2.8575 3.2205 3.5235 4.0110 4.4570 5.2055 2002.08 e 1.8950 2.5127 3.0832 3.5250 3.8868 4.3832 4.8182 5.5468 2002.07 e 2.1509 2.9650 3.5773 4.0027 4.3232 4.7732 5.1809 5.8777 2002.06 e 2.4565 3.4000 3.9815 4.3720 4.6600 5.0685 5.4345 6.0195 2002.05 e 2.6591 3.6573 4.2555 4.6514 4.9395 5.3405 5.6768 6.1700 2002.04 e 2.8086 3.8609 4.4677 4.8673 5.1477 5.5318 5.8500 6.2386 2002.03 e 2.8848 3.9371 4.5600 4.9633 5.2462 5.6267 5.9367 6.2952 2002.02 e 2.4500 3.3911 4.0847 4.5500 4.8795 5.2947 5.6363 6.0858 2002.01 e 2.3686 3.4095 4.1710 4.6490 4.9719 5.3652 5.7024 6.1048 2001.12 e 2.4405 3.5440 4.3120 4.7825 5.0965 5.4850 5.8020 6.1880 2001.11 t 2.4010 3.1720 3.8090 4.2435 4.5430 4.9195 5.2220 5.7205 2001.10 r 2.5259 3.2205 3.8109 4.2200 4.5132 4.9100 5.2459 5.8500 2001.09 r 3.0738 3.7344 4.2494 4.6013 4.8594 5.2163 5.5200 6.0600 2001.08 r 3.7326 4.2813 4.7496 5.0696 5.2952 5.5774 5.8074 6.1883 2001.07 r 4.0005 4.6071 5.0762 5.3824 5.5919 5.8557 6.0714 6.3948 2001.06 r 4.0538 4.6324 5.0767 5.3700 5.5743 5.8419 6.0690 6.4119 2001.05 r 4.2950 4.7936 5.1855 5.4427 5.6309 5.8918 6.1427 6.4868 2001.04 r 4.5165 4.8181 5.1200 5.3314 5.4967 5.7471 5.9924 6.4081 2001.03 p 4.7786 4.9677 5.1805 5.3418 5.4677 5.6559 5.8255 6.1409 2001.02 e 5.1558 5.2895 5.4532 5.5847 5.6895 5.8558 6.0168 6.2942 2001.01 e 5.3952 5.4514 5.5652 5.6629 5.7429 5.8695 6.0167 6.2581 2000.12 e 6.1950 6.0915 6.1005 6.1340 6.1655 6.2240 6.2935 6.4310 2000.11 e 6.6548 6.5886 6.6205 6.6686 6.7133 6.7867 6.8624 6.9219 2000.10 e 6.7048 6.6524 6.6652 6.6957 6.7290 6.7986 6.8819 6.9500 2000.09 e 6.8025 6.8065 6.8195 6.8445 6.8720 6.9340 7.0035 7.0430 2000.08 e 6.9478 6.9852 6.9970 7.0104 7.0261 7.0526 7.0852 7.0613 2000.07 e 7.0560 7.1245 7.1410 7.1555 7.1715 7.2035 7.2410 7.2050 2000.06 e na na na na na na na na