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Interest rate swaps - Avg over Quarter
| (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 | | 2000q3 | 2000q3 | 2000q3 | 2000q3 | 2000q3 | 2000q3 | 2000q3 | 2000q3 | year.qt Avg over|_____-2008q4_|_____-2008q4_|_____-2008q4_|_____-2008q4_|_____-2008q4_|_____-2008q4_|_____-2008q4_|_____-2008q4_| 2008.4 qtr e 2.6880 2.7830 3.1873 3.5070 3.7380 4.0520 4.2813 4.2987 2008.3 qtr e 3.0491 3.3749 3.7118 3.9340 4.0871 4.3286 4.5549 4.8822 2008.2 qtr e 2.9292 3.2427 3.5536 3.7961 3.9748 4.2488 4.5123 4.9478 2008.1 qtr e 2.8303 2.8353 3.0715 3.3318 3.5655 3.9424 4.3126 4.8587 2007.4 qtr e 4.5195 4.3040 4.3600 4.4642 4.5726 4.7539 4.9463 5.2337 2007.3 qtr e 5.1433 5.0217 5.0511 5.1103 5.1744 5.2902 5.4251 5.6340 2007.2 qtr e 5.3711 5.2155 5.1869 5.2039 5.2348 5.2997 5.3897 5.5750 2007.1 qtr e 5.3256 5.1408 5.0735 5.0661 5.0802 5.1210 5.1873 5.3340 2006.4 qtr e 5.3097 5.1039 5.0411 5.0329 5.0444 5.0811 5.1368 5.2715 2006.3 qtr e 5.5122 5.3876 5.3463 5.3538 5.3730 5.4137 5.4673 5.5687 2006.2 qtr e 5.4473 5.4297 5.4331 5.4559 5.4869 5.5400 5.6073 5.7209 2006.1 qtr e 5.0421 5.0132 5.0045 5.0156 5.0331 5.0594 5.0947 5.1797 2005.4 qtr e 4.7336 4.7898 4.8216 4.8523 4.8835 4.9332 5.0077 5.2056 2005.3 qtr e 4.1916 4.3181 4.3808 4.4256 4.4675 4.5422 4.6452 4.9014 2005.2 qtr e 3.7739 4.0136 4.1450 4.2350 4.3116 4.4375 4.5966 4.9375 2005.1 qtr e 3.4389 3.8065 4.0069 4.1548 4.2771 4.4715 4.6961 5.1198 2004.4 qtr e 2.7787 3.1735 3.4546 3.6913 3.8952 4.2290 4.5848 5.2343 2004.3 qtr e 2.3305 2.9331 3.3661 3.6984 3.9659 4.3683 4.7638 5.4253 2004.2 qtr e 2.0021 2.7980 3.3846 3.8214 4.1558 4.6217 5.0503 5.6815 2004.1 qtr e 1.3813 1.9929 2.5526 2.9992 3.3592 3.8813 4.3813 5.1915 2003.4 qtr e 1.4766 2.1750 2.7839 3.2619 3.6426 4.1755 4.6795 5.4290 2003.3 qtr e 1.3228 1.9249 2.5537 3.0797 3.5105 4.1062 4.6483 5.4600 2003.2 qtr e 1.2383 1.6306 2.1053 2.5348 2.9048 3.4527 3.9813 4.8838 2003.1 qtr e 1.4059 1.9251 2.4800 2.9310 3.2990 3.8298 4.3395 5.1903 2002.4 qtr e 1.6819 2.2569 2.7811 3.1816 3.5098 4.0268 4.5189 5.3435 2002.3 qtr e 1.9756 2.6314 3.1825 3.5941 3.9233 4.4009 4.8300 5.5539 2002.2 qtr e 2.6472 3.6469 4.2428 4.6383 4.9238 5.3213 5.6606 6.1466 2002.1 qtr e 2.5716 3.5854 4.2780 4.7264 5.0375 5.4333 5.7625 6.1644 2001.4 qtr r 2.4581 3.3092 3.9719 4.4090 4.7110 5.0985 5.4176 5.9173 2001.3 qtr r 3.6507 4.2495 4.7305 5.0542 5.2828 5.5785 5.8232 6.2263 2001.2 qtr r 4.2849 4.7488 5.1283 5.3823 5.5683 5.8280 6.0692 6.4364 2001.1 qtr r 5.1031 5.2302 5.3944 5.5250 5.6289 5.7895 5.9489 6.2276 2000.4 qtr e 6.5234 6.4498 6.4679 6.5053 6.5419 6.6092 6.6855 6.7731 2000.3 qtr e 6.9360 6.9727 6.9863 7.0038 7.0233 7.0629 7.1087 7.1011 2000.2 qtr e na na na na na na na na