,Instrument,"Interest rate swaps"
  ,Maturity,"1-year"
  ,Frequency,"Weekly (Friday)"
  ,Description,"Rate paid by fixed-rate payer on an interest rate swap with maturity of one 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      , SWAPSY1
07/07/2000, 7.05
07/14/2000, 7.05
07/21/2000, 7.09
07/28/2000, 7.03
08/04/2000, 7.01
08/11/2000, 6.92
08/18/2000, 6.96
08/25/2000, 6.93
09/01/2000, 6.91
09/08/2000, 6.84
09/15/2000, 6.82
09/22/2000, 6.77
09/29/2000, 6.77
10/06/2000, 6.77
10/13/2000, 6.73
10/20/2000, 6.66
10/27/2000, 6.66
11/03/2000, 6.68
11/10/2000, 6.70
11/17/2000, 6.65
11/24/2000, 6.63
12/01/2000, 6.55
12/08/2000, 6.35
12/15/2000, 6.26
12/22/2000, 6.06
12/29/2000, 5.96
01/05/2001, 5.60
01/12/2001, 5.37
01/19/2001, 5.39
01/26/2001, 5.33
02/02/2001, 5.19
02/09/2001, 5.20
02/16/2001, 5.22
02/23/2001, 5.13
03/02/2001, 4.93
03/09/2001, 4.92
03/16/2001, 4.79
03/23/2001, 4.64
03/30/2001, 4.67
04/06/2001, 4.57
04/13/2001, 4.57
04/20/2001, 4.58
04/27/2001, 4.36
05/04/2001, 4.39
05/11/2001, 4.23
05/18/2001, 4.30
05/25/2001, 4.31
06/01/2001, 4.22
06/08/2001, 4.17
06/15/2001, 4.08
06/22/2001, 3.95
06/29/2001, 4.03
07/06/2001, 4.16
07/13/2001, 4.04
07/20/2001, 3.97
07/27/2001, 3.90
08/03/2001, 3.84
08/10/2001, 3.78
08/17/2001, 3.72
08/24/2001, 3.70
08/31/2001, 3.63
09/07/2001, 3.66
09/14/2001, 3.27
09/21/2001, 2.84
09/28/2001, 2.69
10/05/2001, 2.59
10/12/2001, 2.58
10/19/2001, 2.55
10/26/2001, 2.48
11/02/2001, 2.31
11/09/2001, 2.17
11/16/2001, 2.37
11/23/2001, 2.58
11/30/2001, 2.54
12/07/2001, 2.47
12/14/2001, 2.38
12/21/2001, 2.44
12/28/2001, 2.49
01/04/2002, 2.45
01/11/2002, 2.38
01/18/2002, 2.20
01/25/2002, 2.42
02/01/2002, 2.49
02/08/2002, 2.41
02/15/2002, 2.46
02/22/2002, 2.45
03/01/2002, 2.49
03/08/2002, 2.70
03/15/2002, 2.89
03/22/2002, 3.00
03/29/2002, 3.06
04/05/2002, 2.98
04/12/2002, 2.83
04/19/2002, 2.76
04/26/2002, 2.70
05/03/2002, 2.64
05/10/2002, 2.62
05/17/2002, 2.71
05/24/2002, 2.66
05/31/2002, 2.66
06/07/2002, 2.60
06/14/2002, 2.51
06/21/2002, 2.39
06/28/2002, 2.30
07/05/2002, 2.28
07/12/2002, 2.22
07/19/2002, 2.14
07/26/2002, 2.02
08/02/2002, 1.99
08/09/2002, 1.81
08/16/2002, 1.88
08/23/2002, 1.93
08/30/2002, 1.96
09/06/2002, 1.82
09/13/2002, 1.95
09/20/2002, 1.90
09/27/2002, 1.80
10/04/2002, 1.70
10/11/2002, 1.75
10/18/2002, 1.96
10/25/2002, 1.96
11/01/2002, 1.66
11/08/2002, 1.61
11/15/2002, 1.58
11/22/2002, 1.66
11/29/2002, 1.70
12/06/2002, 1.67
12/13/2002, 1.59
12/20/2002, 1.55
12/27/2002, 1.50
01/03/2003, 1.49
01/10/2003, 1.53
01/17/2003, 1.48
01/24/2003, 1.44
01/31/2003, 1.44
02/07/2003, 1.43
02/14/2003, 1.39
02/21/2003, 1.40
02/28/2003, 1.38
03/07/2003, 1.31
03/14/2003, 1.25
03/21/2003, 1.39
03/28/2003, 1.37
04/04/2003, 1.29
04/11/2003, 1.35
04/18/2003, 1.42
04/25/2003, 1.39
05/02/2003, 1.32
05/09/2003, 1.30
05/16/2003, 1.27
05/23/2003, 1.20
05/30/2003, 1.23
06/06/2003, 1.19
06/13/2003, 1.05
06/20/2003, 1.03
06/27/2003, 1.09
07/04/2003, 1.17
07/11/2003, 1.18
07/18/2003, 1.20
07/25/2003, 1.22
08/01/2003, 1.30
08/08/2003, 1.40
08/15/2003, 1.39
08/22/2003, 1.42
08/29/2003, 1.47
09/05/2003, 1.45
09/12/2003, 1.33
09/19/2003, 1.32
09/26/2003, 1.32
10/03/2003, 1.28
10/10/2003, 1.34
10/17/2003, 1.44
10/24/2003, 1.50
10/31/2003, 1.47
11/07/2003, 1.54
11/14/2003, 1.54
11/21/2003, 1.47
11/28/2003, 1.53
12/05/2003, 1.61
12/12/2003, 1.50
12/19/2003, 1.46
12/26/2003, 1.47
01/02/2004, 1.48
01/09/2004, 1.47
01/16/2004, 1.35
01/23/2004, 1.38
01/30/2004, 1.43
02/06/2004, 1.45
02/13/2004, 1.42
02/20/2004, 1.38
02/27/2004, 1.38
03/05/2004, 1.39
03/12/2004, 1.30
03/19/2004, 1.31
03/26/2004, 1.30
04/02/2004, 1.39
04/09/2004, 1.51
04/16/2004, 1.59
04/23/2004, 1.68
04/30/2004, 1.79
05/07/2004, 1.87
05/14/2004, 2.07
05/21/2004, 2.07
05/28/2004, 2.10
06/04/2004, 2.20
06/11/2004, 2.31
06/18/2004, 2.43
06/25/2004, 2.40
07/02/2004, 2.39
07/09/2004, 2.26
07/16/2004, 2.29
07/23/2004, 2.35
07/30/2004, 2.44
08/06/2004, 2.33
08/13/2004, 2.24
08/20/2004, 2.26
08/27/2004, 2.30
09/03/2004, 2.31
09/10/2004, 2.39
09/17/2004, 2.34
09/24/2004, 2.38
10/01/2004, 2.47
10/08/2004, 2.52
10/15/2004, 2.44
10/22/2004, 2.45
10/29/2004, 2.50
11/05/2004, 2.62
11/12/2004, 2.79
11/19/2004, 2.87
11/26/2004, 2.95
12/03/2004, 2.97
12/10/2004, 2.94
12/17/2004, 3.02
12/24/2004, 3.09
12/31/2004, 3.11
01/07/2005, 3.16
01/14/2005, 3.21
01/21/2005, 3.24
01/28/2005, 3.25
02/04/2005, 3.30
02/11/2005, 3.32
02/18/2005, 3.41
02/25/2005, 3.50
03/04/2005, 3.57
03/11/2005, 3.63
03/18/2005, 3.70
03/25/2005, 3.78
04/01/2005, 3.84
04/08/2005, 3.79
04/15/2005, 3.77
04/22/2005, 3.66
04/29/2005, 3.71
05/06/2005, 3.73
05/13/2005, 3.78
05/20/2005, 3.74
05/27/2005, 3.78
06/03/2005, 3.72
06/10/2005, 3.79
06/17/2005, 3.87
06/24/2005, 3.86
07/01/2005, 3.88
07/08/2005, 3.99
07/15/2005, 4.05
07/22/2005, 4.11
07/29/2005, 4.17
08/05/2005, 4.23
08/12/2005, 4.30
08/19/2005, 4.28
08/26/2005, 4.28
09/02/2005, 4.15
09/09/2005, 4.11
09/16/2005, 4.18
09/23/2005, 4.26
09/30/2005, 4.42
10/07/2005, 4.51
10/14/2005, 4.56
10/21/2005, 4.58
10/28/2005, 4.64
11/04/2005, 4.76
11/11/2005, 4.80
11/18/2005, 4.81
11/25/2005, 4.76
12/02/2005, 4.80
12/09/2005, 4.84
12/16/2005, 4.83
12/23/2005, 4.85
12/30/2005, 4.83
01/06/2006, 4.80
01/13/2006, 4.83
01/20/2006, 4.82
01/27/2006, 4.88
02/03/2006, 4.98
02/10/2006, 5.05
02/17/2006, 5.09
02/24/2006, 5.13
03/03/2006, 5.15
03/10/2006, 5.20
03/17/2006, 5.17
03/24/2006, 5.17
03/31/2006, 5.23
04/07/2006, 5.29
04/14/2006, 5.35
04/21/2006, 5.33
04/28/2006, 5.35
05/05/2006, 5.39
05/12/2006, 5.40
05/19/2006, 5.39
05/26/2006, 5.41
06/02/2006, 5.44
06/09/2006, 5.47
06/16/2006, 5.57
06/23/2006, 5.70
06/30/2006, 5.73
07/07/2006, 5.72
07/14/2006, 5.68
07/21/2006, 5.65
07/28/2006, 5.60
08/04/2006, 5.54
08/11/2006, 5.51
08/18/2006, 5.50
08/25/2006, 5.47
09/01/2006, 5.42
09/08/2006, 5.40
09/15/2006, 5.42
09/22/2006, 5.40
09/29/2006, 5.30
10/06/2006, 5.29
10/13/2006, 5.38
10/20/2006, 5.40
10/27/2006, 5.41
11/03/2006, 5.31
11/10/2006, 5.34
11/17/2006, 5.32
11/24/2006, 5.30
12/01/2006, 5.22
12/08/2006, 5.16
12/15/2006, 5.27
12/22/2006, 5.30
12/29/2006, 5.32
01/05/2007, 5.30
01/12/2007, 5.35
01/19/2007, 5.39
01/26/2007, 5.41
02/02/2007, 5.43
02/09/2007, 5.41
02/16/2007, 5.40
02/23/2007, 5.38
03/02/2007, 5.28
03/09/2007, 5.20
03/16/2007, 5.23
03/23/2007, 5.25
03/30/2007, 5.23
04/06/2007, 5.27
04/13/2007, 5.33
04/20/2007, 5.31
04/27/2007, 5.29
05/04/2007, 5.32
05/11/2007, 5.32
05/18/2007, 5.35
05/25/2007, 5.39
06/01/2007, 5.42
06/08/2007, 5.47
06/15/2007, 5.49
06/22/2007, 5.46
06/29/2007, 5.42
07/06/2007, 5.44
07/13/2007, 5.45
07/20/2007, 5.42
07/27/2007, 5.35
08/03/2007, 5.22
08/10/2007, 5.18
08/17/2007, 5.08
08/24/2007, 5.00
08/31/2007, 5.04
09/07/2007, 5.02
09/14/2007, 4.96
09/21/2007, 4.87
09/28/2007, 4.81
10/05/2007, 4.89
10/12/2007, 4.97
10/19/2007, 4.84
10/26/2007, 4.61
11/02/2007, 4.58
11/09/2007, 4.52
11/16/2007, 4.43
11/23/2007, 4.37
11/30/2007, 4.31
12/07/2007, 4.29
12/14/2007, 4.39
12/21/2007, 4.30
12/28/2007, 4.22
01/04/2008, 3.97
01/11/2008, 3.74
01/18/2008, 3.35
01/25/2008, 2.83
02/01/2008, 2.81
02/08/2008, 2.68
02/15/2008, 2.63
02/22/2008, 2.73
02/29/2008, 2.71
03/07/2008, 2.55
03/14/2008, 2.44
03/21/2008, 2.22
03/28/2008, 2.40
04/04/2008, 2.46
04/11/2008, 2.49
04/18/2008, 2.72
04/25/2008, 2.96
05/02/2008, 2.91
05/09/2008, 2.81
05/16/2008, 2.89
05/23/2008, 2.85
05/30/2008, 3.00
06/06/2008, 2.95
06/13/2008, 3.29
06/20/2008, 3.38
06/27/2008, 3.27
07/04/2008, 3.12
07/11/2008, 3.05
07/18/2008, 3.03
07/25/2008, 3.18
08/01/2008, 3.07
08/08/2008, 3.06
08/15/2008, 3.05
08/22/2008, 3.01
08/29/2008, 3.01
09/05/2008, 2.95
09/12/2008, 2.90
09/19/2008, 2.86
09/26/2008, 3.32
10/03/2008, 3.23
10/10/2008, 2.99
10/17/2008, 2.95
10/24/2008, 2.69
10/31/2008, 2.58
11/07/2008, 2.26
11/14/2008, 2.08
11/21/2008, 2.04
11/28/2008, 2.06
12/05/2008, 1.97
12/12/2008, 1.83
12/19/2008, 1.48
12/26/2008, 1.35
01/02/2009, 1.26
01/09/2009, 1.19