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					Column (1) : 1 year 50 Column (2) : 2 year 51 Column (3) : 3 year 52 Column (4) : 4 year 53 Column (5) : 5 year 54 Column (6) : 7 year 55 Column (7) : 10 year 56 Column (8) : 30 year 57 EconStats does not guarantee the accuracy of this data. 20081118

     Interest rate swaps - End of 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 End of  |Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|Jul00_-Nov08_|
2008.11       e        2.1500        2.3500        2.7700        3.1500        3.4200        3.8100        4.0900        4.1500 
2008.10       e        2.8600        2.8900        3.2800        3.5800        3.8000        4.0900        4.3100        4.3000 
2008.09       e        3.0300        3.2200        3.5200        3.7300        3.8800        4.1100        4.3300        4.6500 
2008.08       e        3.0300        3.3900        3.7400        3.9700        4.1300        4.3800        4.6200        4.9500 
2008.07       e        3.0900        3.5100        3.8600        4.0800        4.2300        4.4700        4.7000        5.0200 
2008.06       e        3.2200        3.6600        4.0000        4.2300        4.3700        4.5800        4.7800        5.1200 
2008.05       e        2.8800        3.2300        3.5300        3.7600        3.9300        4.2100        4.4800        4.9200 
2008.04       e        2.7100        2.8900        3.1800        3.4500        3.6600        3.9900        4.3000        4.8000 
2008.03       e        2.4100        2.5000        2.8200        3.1300        3.3900        3.8000        4.2000        4.7800 
2008.02       e        2.6900        2.7800        3.0600        3.3500        3.6100        4.0100        4.4100        4.9900 
2008.01       e        3.3300        3.1800        3.3100        3.4900        3.6800        4.0000        4.3300        4.8200 
2007.12       e        4.2900        4.0000        4.0600        4.1800        4.3100        4.5200        4.7600        5.1000 
2007.11       e        4.4200        4.2000        4.2600        4.3800        4.5000        4.6900        4.8900        5.1800 
2007.10       e        4.7900        4.6300        4.6800        4.7600        4.8500        4.9900        5.1400        5.3800 
2007.09       e        4.9100        4.7100        4.7300        4.7900        4.8600        5.0000        5.1600        5.4100 
2007.08       e        5.0900        4.9700        5.0000        5.0600        5.1300        5.2500        5.3900        5.6200 
2007.07       e        5.4000        5.3300        5.3700        5.4200        5.4800        5.5700        5.6800        5.8400 
2007.06       e        5.4600        5.4300        5.4600        5.5000        5.5500        5.6200        5.7000        5.8600 
2007.05       e        5.3600        5.1700        5.1200        5.1200        5.1400        5.2000        5.2900        5.4800 
2007.04       e        5.3000        5.0600        5.0100        5.0200        5.0500        5.1200        5.2100        5.4200 
2007.03       e        5.2200        4.9900        4.9200        4.9200        4.9500        5.0100        5.1000        5.2800 
2007.02       e        5.3800        5.2200        5.1500        5.1400        5.1500        5.1800        5.2400        5.3700 
2007.01       e        5.3800        5.2300        5.1600        5.1500        5.1600        5.1900        5.2500        5.3700 
2006.12       e        5.2500        5.0200        4.9400        4.9300        4.9400        4.9700        5.0300        5.1800 
2006.11       e        5.3000        5.0900        5.0300        5.0100        5.0200        5.0500        5.1100        5.2300 
2006.10       e        5.3700        5.1900        5.1500        5.1500        5.1600        5.2100        5.2600        5.4000 
2006.09       e        5.3800        5.1900        5.1300        5.1300        5.1500        5.2000        5.2500        5.3700 
2006.08       e        5.4900        5.3500        5.3000        5.3100        5.3300        5.3700        5.4300        5.5400 
2006.07       e        5.6600        5.5900        5.5700        5.5800        5.6000        5.6300        5.6800        5.7600 
2006.06       e        5.6000        5.5700        5.5600        5.5700        5.5900        5.6200        5.6700        5.7600 
2006.05       e        5.4000        5.4000        5.4200        5.4400        5.4800        5.5500        5.6300        5.7700 
2006.04       e        5.3300        5.3200        5.3300        5.3500        5.3900        5.4500        5.5200        5.6500 
2006.03       e        5.1900        5.1700        5.1600        5.1800        5.1900        5.2200        5.2600        5.3200 
2006.02       e        5.0800        5.0600        5.0500        5.0500        5.0600        5.0800        5.0900        5.1300 
2006.01       e        4.8500        4.8100        4.8000        4.8100        4.8300        4.8700        4.9200        5.0800 
2005.12       e        4.8400        4.8500        4.8700        4.8900        4.9200        4.9600        5.0100        5.1900 
2005.11       e        4.7900        4.8400        4.8800        4.9100        4.9400        5.0000        5.0700        5.2700 
2005.10       e        4.5800        4.6700        4.7100        4.7500        4.7800        4.8400        4.9300        5.1500 
2005.09       e        4.2300        4.3100        4.3600        4.4000        4.4300        4.5200        4.6200        4.9000 
2005.08       e        4.2700        4.4200        4.4800        4.5200        4.5600        4.6200        4.7100        4.9300 
2005.07       e        4.0800        4.2200        4.3000        4.3600        4.4100        4.4900        4.6000        4.8700 
2005.06       e        3.8200        3.9700        4.0500        4.1100        4.1700        4.2700        4.4000        4.7200 
2005.05       e        3.7600        4.0000        4.1300        4.2200        4.2900        4.4200        4.5800        4.9400 
2005.04       e        3.7400        4.0600        4.2400        4.3600        4.4600        4.6100        4.7900        5.1400 
2005.03       e        3.7000        4.1000        4.3100        4.4500        4.5600        4.7300        4.9100        5.2600 
2005.02       e        3.3900        3.7200        3.9000        4.0300        4.1400        4.3200        4.5300        4.9500 
2005.01       e        3.2200        3.5700        3.7800        3.9500        4.0900        4.3300        4.6100        5.1200 
2004.12       e        3.0200        3.3800        3.6100        3.8100        3.9900        4.2900        4.6300        5.2500 
2004.11       e        2.8200        3.2200        3.5000        3.7300        3.9300        4.2600        4.6100        5.2500 
2004.10       e        2.4800        2.9100        3.2500        3.5300        3.7600        4.1300        4.5200        5.2000 
2004.09       e        2.3800        2.8700        3.2500        3.5400        3.7900        4.1700        4.5600        5.2600 
2004.08       e        2.2800        2.8700        3.3100        3.6500        3.9300        4.3400        4.7400        5.4200 
2004.07       e        2.3400        3.0400        3.5200        3.8800        4.1600        4.5700        4.9600        5.5800 
2004.06       e        2.3600        3.1700        3.7100        4.1000        4.4000        4.8300        5.2200        5.8000 
2004.05       e        2.0300        2.9000        3.5300        3.9800        4.3300        4.7900        5.2100        5.8000 
2004.04       e        1.6300        2.3800        2.9700        3.4300        3.7800        4.2800        4.7500        5.4700 
2004.03       e        1.3300        1.8700        2.3800        2.8100        3.1600        3.6800        4.1900        5.0500 
2004.02       e        1.4100        2.0500        2.6300        3.0900        3.4500        3.9700        4.4600        5.2500 
2004.01       e        1.4200        2.0700        2.6500        3.1100        3.4800        4.0100        4.5000        5.2900 
2003.12       e        1.5000        2.2200        2.8300        3.2900        3.6600        4.1600        4.6500        5.3800 
2003.11       e        1.5200        2.2300        2.8400        3.3100        3.6700        4.1900        4.6800        5.4200 
2003.10       e        1.4200        2.0800        2.6900        3.1900        3.6000        4.1700        4.7000        5.4700 
2003.09       e        1.3400        2.0000        2.6500        3.1800        3.6100        4.1900        4.7100        5.4900 
2003.08       e        1.4200        2.1500        2.8400        3.3800        3.8200        4.4200        4.9500        5.7100 
2003.07       e        1.2100        1.6600        2.2300        2.7300        3.1500        3.7600        4.3200        5.2100 
2003.06       e        1.0900        1.4000        1.8000        2.1900        2.5600        3.1100        3.6600        4.6400 
2003.05       e        1.2600        1.6000        2.0500        2.4700        2.8400        3.3800        3.9100        4.8100 
2003.04       e        1.3600        1.8700        2.4300        2.9000        3.2900        3.8300        4.3400        5.1800 
2003.03       e        1.3200        1.8200        2.3600        2.8000        3.1700        3.7000        4.2200        5.1000 
2003.02       e        1.4000        1.9000        2.4600        2.9200        3.2900        3.8200        4.3300        5.1700 
2003.01       e        1.4800        2.0400        2.6100        3.0700        3.4400        3.9700        4.4700        5.3100 
2002.12       e        1.5700        2.1700        2.7300        3.1400        3.4700        3.9900        4.4800        5.3100 
2002.11       e        1.6400        2.2600        2.7900        3.2000        3.5200        4.0300        4.5300        5.3700 
2002.10       e        1.8100        2.3200        2.8100        3.2000        3.5300        4.0500        4.5400        5.3500 
2002.09       e        1.8600        2.3800        2.8400        3.2000        3.5100        3.9900        4.4400        5.2000 
2002.08       e        1.9000        2.5100        3.0800        3.5200        3.8800        4.3700        4.8100        5.5400 
2002.07       e        2.1400        2.9500        3.5600        3.9900        4.3100        4.7600        5.1700        5.8700 
2002.06       e        2.4500        3.3900        3.9700        4.3600        4.6500        5.0600        5.4200        6.0100 
2002.05       e        2.6600        3.6500        4.2500        4.6500        4.9300        5.3300        5.6700        6.1700 
2002.04       e        2.8000        3.8400        4.4500        4.8500        5.1300        5.5100        5.8300        6.2300 
2002.03       e        2.8800        3.9600        4.5800        4.9800        5.2600        5.6400        5.9500        6.3100 
2002.02       e        2.4500        3.3900        4.0800        4.5400        4.8700        5.2800        5.6200        6.0800 
2002.01       e        2.3700        3.4200        4.1800        4.6600        4.9800        5.3700        5.7100        6.1100 
2001.12       e        2.4400        3.5600        4.3300        4.8000        5.1100        5.5000        5.8200        6.2000 
2001.11       t        2.4000        3.2000        3.8400        4.2700        4.5700        4.9500        5.2500        5.7400 
2001.10       r        2.5200        3.2000        3.8000        4.2100        4.5000        4.9000        5.2400        5.8400 
2001.09       r        3.0500        3.6900        4.2000        4.5600        4.8200        5.1800        5.4900        6.0400 
2001.08       r        3.7300        4.2700        4.7400        5.0600        5.2900        5.5700        5.8000        6.1800 
2001.07       r        3.9900        4.5800        5.0500        5.3600        5.5700        5.8400        6.0500        6.3800 
2001.06       r        4.0600        4.6300        5.0800        5.3700        5.5800        5.8500        6.0700        6.4100 
2001.05       r        4.2900        4.8000        5.1900        5.4500        5.6400        5.9000        6.1500        6.4900 
2001.04       r        4.5100        4.8100        5.1200        5.3300        5.5000        5.7500        6.0000        6.4100 
2001.03       p        4.7700        4.9500        5.1700        5.3300        5.4600        5.6500        5.8200        6.1400 
2001.02       e        5.1400        5.2800        5.4400        5.5700        5.6800        5.8400        6.0100        6.2900 
2001.01       e        5.3800        5.4400        5.5600        5.6600        5.7400        5.8700        6.0200        6.2600 
2000.12       e        6.1800        6.0600        6.0700        6.1100        6.1400        6.2000        6.2700        6.4100 
2000.11       e        6.6500        6.5800        6.6100        6.6600        6.7000        6.7800        6.8500        6.9100 
2000.10       e        6.7000        6.6500        6.6700        6.7000        6.7300        6.8000        6.8800        6.9400 
2000.09       e        6.8000        6.7900        6.8100        6.8300        6.8600        6.9200        7.0000        7.0400 
2000.08       e        6.9500        6.9800        6.9900        7.0000        7.0200        7.0400        7.0700        7.0500 
2000.07       e        7.0500        7.1200        7.1400        7.1500        7.1700        7.2000        7.2400        7.2000 
2000.06       e            na            na            na            na            na            na            na            na