,Instrument,"Interest rate swaps"
  ,Maturity,"2-year"
  ,Frequency,"Weekly (Friday)"
  ,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
07/07/2000, 7.10
07/14/2000, 7.11
07/21/2000, 7.17
07/28/2000, 7.09
08/04/2000, 7.05
08/11/2000, 6.95
08/18/2000, 7.00
08/25/2000, 6.95
09/01/2000, 6.94
09/08/2000, 6.85
09/15/2000, 6.82
09/22/2000, 6.76
09/29/2000, 6.74
10/06/2000, 6.73
10/13/2000, 6.68
10/20/2000, 6.60
10/27/2000, 6.60
11/03/2000, 6.63
11/10/2000, 6.65
11/17/2000, 6.58
11/24/2000, 6.55
12/01/2000, 6.46
12/08/2000, 6.24
12/15/2000, 6.14
12/22/2000, 5.92
12/29/2000, 5.86
01/05/2001, 5.56
01/12/2001, 5.39
01/19/2001, 5.45
01/26/2001, 5.44
02/02/2001, 5.29
02/09/2001, 5.32
02/16/2001, 5.35
02/23/2001, 5.28
03/02/2001, 5.08
03/09/2001, 5.09
03/16/2001, 4.97
03/23/2001, 4.83
03/30/2001, 4.88
04/06/2001, 4.79
04/13/2001, 4.80
04/20/2001, 4.89
04/27/2001, 4.75
05/04/2001, 4.80
05/11/2001, 4.67
05/18/2001, 4.84
05/25/2001, 4.87
06/01/2001, 4.81
06/08/2001, 4.73
06/15/2001, 4.64
06/22/2001, 4.53
06/29/2001, 4.63
07/06/2001, 4.79
07/13/2001, 4.66
07/20/2001, 4.56
07/27/2001, 4.46
08/03/2001, 4.37
08/10/2001, 4.33
08/17/2001, 4.26
08/24/2001, 4.26
08/31/2001, 4.17
09/07/2001, 4.19
09/14/2001, 3.82
09/21/2001, 3.53
09/28/2001, 3.38
10/05/2001, 3.26
10/12/2001, 3.27
10/19/2001, 3.25
10/26/2001, 3.18
11/02/2001, 2.95
11/09/2001, 2.83
11/16/2001, 3.16
11/23/2001, 3.46
11/30/2001, 3.50
12/07/2001, 3.47
12/14/2001, 3.49
12/21/2001, 3.61
12/28/2001, 3.67
01/04/2002, 3.61
01/11/2002, 3.43
01/18/2002, 3.21
01/25/2002, 3.44
02/01/2002, 3.49
02/08/2002, 3.36
02/15/2002, 3.40
02/22/2002, 3.36
03/01/2002, 3.44
03/08/2002, 3.73
03/15/2002, 3.98
03/22/2002, 4.10
03/29/2002, 4.13
04/05/2002, 4.03
04/12/2002, 3.88
04/19/2002, 3.82
04/26/2002, 3.72
05/03/2002, 3.63
05/10/2002, 3.64
05/17/2002, 3.74
05/24/2002, 3.64
05/31/2002, 3.62
06/07/2002, 3.54
06/14/2002, 3.47
06/21/2002, 3.30
06/28/2002, 3.23
07/05/2002, 3.20
07/12/2002, 3.06
07/19/2002, 2.94
07/26/2002, 2.74
08/02/2002, 2.68
08/09/2002, 2.44
08/16/2002, 2.51
08/23/2002, 2.56
08/30/2002, 2.53
09/06/2002, 2.34
09/13/2002, 2.49
09/20/2002, 2.40
09/27/2002, 2.33
10/04/2002, 2.17
10/11/2002, 2.19
10/18/2002, 2.48
10/25/2002, 2.54
11/01/2002, 2.17
11/08/2002, 2.18
11/15/2002, 2.17
11/22/2002, 2.31
11/29/2002, 2.42
12/06/2002, 2.37
12/13/2002, 2.20
12/20/2002, 2.16
12/27/2002, 2.04
01/03/2003, 2.00
01/10/2003, 2.10
01/17/2003, 2.06
01/24/2003, 1.97
01/31/2003, 2.00
02/07/2003, 1.98
02/14/2003, 1.90
02/21/2003, 1.87
02/28/2003, 1.84
03/07/2003, 1.72
03/14/2003, 1.70
03/21/2003, 1.97
03/28/2003, 1.92
04/04/2003, 1.80
04/11/2003, 1.88
04/18/2003, 1.94
04/25/2003, 1.89
05/02/2003, 1.78
05/09/2003, 1.69
05/16/2003, 1.62
05/23/2003, 1.51
05/30/2003, 1.52
06/06/2003, 1.45
06/13/2003, 1.32
06/20/2003, 1.37
06/27/2003, 1.43
07/04/2003, 1.52
07/11/2003, 1.55
07/18/2003, 1.64
07/25/2003, 1.73
08/01/2003, 1.91
08/08/2003, 2.06
08/15/2003, 2.10
08/22/2003, 2.17
08/29/2003, 2.27
09/05/2003, 2.25
09/12/2003, 1.99
09/19/2003, 1.93
09/26/2003, 1.94
10/03/2003, 1.83
10/10/2003, 1.97
10/17/2003, 2.12
10/24/2003, 2.20
10/31/2003, 2.17
11/07/2003, 2.28
11/14/2003, 2.28
11/21/2003, 2.13
11/28/2003, 2.25
12/05/2003, 2.38
12/12/2003, 2.22
12/19/2003, 2.16
12/26/2003, 2.17
01/02/2004, 2.19
01/09/2004, 2.16
01/16/2004, 1.97
01/23/2004, 1.99
01/30/2004, 2.09
02/06/2004, 2.12
02/13/2004, 2.08
02/20/2004, 2.01
02/27/2004, 1.99
03/05/2004, 2.00
03/12/2004, 1.80
03/19/2004, 1.82
03/26/2004, 1.81
04/02/2004, 1.97
04/09/2004, 2.19
04/16/2004, 2.33
04/23/2004, 2.46
04/30/2004, 2.61
05/07/2004, 2.73
05/14/2004, 2.99
05/21/2004, 2.93
05/28/2004, 2.94
06/04/2004, 3.04
06/11/2004, 3.14
06/18/2004, 3.24
06/25/2004, 3.18
07/02/2004, 3.15
07/09/2004, 2.95
07/16/2004, 2.99
07/23/2004, 3.06
07/30/2004, 3.17
08/06/2004, 2.99
08/13/2004, 2.85
08/20/2004, 2.82
08/27/2004, 2.86
09/03/2004, 2.83
09/10/2004, 2.90
09/17/2004, 2.85
09/24/2004, 2.85
10/01/2004, 2.93
10/08/2004, 3.00
10/15/2004, 2.86
10/22/2004, 2.87
10/29/2004, 2.89
11/05/2004, 3.00
11/12/2004, 3.20
11/19/2004, 3.27
11/26/2004, 3.35
12/03/2004, 3.38
12/10/2004, 3.29
12/17/2004, 3.35
12/24/2004, 3.43
12/31/2004, 3.46
01/07/2005, 3.52
01/14/2005, 3.58
01/21/2005, 3.59
01/28/2005, 3.59
02/04/2005, 3.64
02/11/2005, 3.64
02/18/2005, 3.73
02/25/2005, 3.84
03/04/2005, 3.93
03/11/2005, 4.02
03/18/2005, 4.10
03/25/2005, 4.20
04/01/2005, 4.25
04/08/2005, 4.15
04/15/2005, 4.10
04/22/2005, 3.95
04/29/2005, 4.01
05/06/2005, 4.01
05/13/2005, 4.05
05/20/2005, 3.97
05/27/2005, 3.99
06/03/2005, 3.86
06/10/2005, 3.95
06/17/2005, 4.06
06/24/2005, 4.00
07/01/2005, 3.98
07/08/2005, 4.11
07/15/2005, 4.19
07/22/2005, 4.27
07/29/2005, 4.34
08/05/2005, 4.42
08/12/2005, 4.49
08/19/2005, 4.42
08/26/2005, 4.40
09/02/2005, 4.24
09/09/2005, 4.21
09/16/2005, 4.26
09/23/2005, 4.33
09/30/2005, 4.50
10/07/2005, 4.60
10/14/2005, 4.66
10/21/2005, 4.66
10/28/2005, 4.73
11/04/2005, 4.86
11/11/2005, 4.89
11/18/2005, 4.86
11/25/2005, 4.78
12/02/2005, 4.82
12/09/2005, 4.87
12/16/2005, 4.85
12/23/2005, 4.86
12/30/2005, 4.82
01/06/2006, 4.78
01/13/2006, 4.80
01/20/2006, 4.76
01/27/2006, 4.84
02/03/2006, 4.96
02/10/2006, 5.03
02/17/2006, 5.08
02/24/2006, 5.10
03/03/2006, 5.12
03/10/2006, 5.20
03/17/2006, 5.14
03/24/2006, 5.14
03/31/2006, 5.22
04/07/2006, 5.28
04/14/2006, 5.34
04/21/2006, 5.32
04/28/2006, 5.35
05/05/2006, 5.39
05/12/2006, 5.42
05/19/2006, 5.40
05/26/2006, 5.38
06/02/2006, 5.42
06/09/2006, 5.43
06/16/2006, 5.52
06/23/2006, 5.67
06/30/2006, 5.70
07/07/2006, 5.69
07/14/2006, 5.63
07/21/2006, 5.58
07/28/2006, 5.51
08/04/2006, 5.41
08/11/2006, 5.39
08/18/2006, 5.36
08/25/2006, 5.30
09/01/2006, 5.25
09/08/2006, 5.23
09/15/2006, 5.25
09/22/2006, 5.21
09/29/2006, 5.08
10/06/2006, 5.07
10/13/2006, 5.23
10/20/2006, 5.24
10/27/2006, 5.26
11/03/2006, 5.11
11/10/2006, 5.14
11/17/2006, 5.11
11/24/2006, 5.08
12/01/2006, 4.98
12/08/2006, 4.91
12/15/2006, 5.02
12/22/2006, 5.08
12/29/2006, 5.13
01/05/2007, 5.12
01/12/2007, 5.17
01/19/2007, 5.25
01/26/2007, 5.29
02/02/2007, 5.32
02/09/2007, 5.26
02/16/2007, 5.24
02/23/2007, 5.20
03/02/2007, 5.07
03/09/2007, 4.98
03/16/2007, 4.99
03/23/2007, 4.99
03/30/2007, 4.97
04/06/2007, 5.04
04/13/2007, 5.12
04/20/2007, 5.07
04/27/2007, 5.03
05/04/2007, 5.08
05/11/2007, 5.09
05/18/2007, 5.16
05/25/2007, 5.25
06/01/2007, 5.33
06/08/2007, 5.43
06/15/2007, 5.49
06/22/2007, 5.45
06/29/2007, 5.38
07/06/2007, 5.40
07/13/2007, 5.41
07/20/2007, 5.36
07/27/2007, 5.25
08/03/2007, 5.09
08/10/2007, 5.06
08/17/2007, 4.97
08/24/2007, 4.89
08/31/2007, 4.87
09/07/2007, 4.79
09/14/2007, 4.70
09/21/2007, 4.71
09/28/2007, 4.65
10/05/2007, 4.70
10/12/2007, 4.82
10/19/2007, 4.69
10/26/2007, 4.45
11/02/2007, 4.45
11/09/2007, 4.37
11/16/2007, 4.25
11/23/2007, 4.11
11/30/2007, 3.98
12/07/2007, 3.93
12/14/2007, 4.09
12/21/2007, 4.02
12/28/2007, 3.98
01/04/2008, 3.68
01/11/2008, 3.48
01/18/2008, 3.14
01/25/2008, 2.76
02/01/2008, 2.88
02/08/2008, 2.73
02/15/2008, 2.72
02/22/2008, 2.86
02/29/2008, 2.82
03/07/2008, 2.60
03/14/2008, 2.53
03/21/2008, 2.30
03/28/2008, 2.55
04/04/2008, 2.63
04/11/2008, 2.63
04/18/2008, 2.87
04/25/2008, 3.15
05/02/2008, 3.18
05/09/2008, 3.12
05/16/2008, 3.21
05/23/2008, 3.20
05/30/2008, 3.44
06/06/2008, 3.35
06/13/2008, 3.75
06/20/2008, 3.85
06/27/2008, 3.72
07/04/2008, 3.54
07/11/2008, 3.42
07/18/2008, 3.41
07/25/2008, 3.66
08/01/2008, 3.49
08/08/2008, 3.46
08/15/2008, 3.40
08/22/2008, 3.35
08/29/2008, 3.35
09/05/2008, 3.22
09/12/2008, 3.16
09/19/2008, 2.97
09/26/2008, 3.47
10/03/2008, 3.29
10/10/2008, 2.94
10/17/2008, 3.00
10/24/2008, 2.70