,Instrument,"Interest rate swaps" ,Maturity,"2-year" ,Frequency,"Annual" ,Description,"Rate paid by fixed-rate payer on an interest rate swap with maturity of two year." ,Note,"International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited." DATE , SWAPSY2 2000, 6.70 2001, 4.38 2002, 3.02 2003, 1.91 2004, 2.73 2005, 4.23 2006, 5.23 2007, 4.92