,Instrument,"Interest rate swaps" ,Maturity,"3-year" ,Frequency,"Annual" ,Description,"Rate paid by fixed-rate payer on an interest rate swap with maturity of three 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 , SWAPSY3 2000, 6.72 2001, 4.80 2002, 3.61 2003, 2.48 2004, 3.19 2005, 4.34 2006, 5.21 2007, 4.92