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| Rate | Day | Week | Month | Year | |||||||||||
| 9-Feb-12 | 8-Feb-12 | 2-Feb-12 | 10-Jan-12 | 9-Feb-11 | |||||||||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
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| Interest Rate Swaps - ISDA Mid-Market Par Swap Rates | |||||||||||||||
| 1-Year
|
0.49% | 0.48% | +1 | 0.50% | -1 | 0.68% | -19 | 0.49% | - | ||||||
| 2-Year
|
0.53% | 0.51% | +2 | 0.52% | +1 | 0.73% | -20 | 1.00% | -47 | ||||||
| 3-Year
|
0.64% | 0.62% | +2 | 0.60% | +4 | 0.83% | -19 | 1.57% | -93 | ||||||
| 4-Year
|
0.84% | 0.82% | +2 | 0.78% | +6 | 1.02% | -18 | 2.08% | -124 | ||||||
| 5-Year
|
1.09% | 1.05% | +4 | 1.00% | +9 | 1.24% | -15 | 2.53% | -144 | ||||||
| 7-Year
|
1.58% | 1.54% | +4 | 1.47% | +11 | 1.68% | -10 | 3.19% | -161 | ||||||
| 10-Year
|
2.08% | 2.04% | +4 | 1.94% | +14 | 2.10% | -2 | 3.78% | -170 | ||||||
| 30-Year
|
2.85% | 2.80% | +5 | 2.68% | +17 | 2.72% | +13 | 4.50% | -165 | ||||||