QuoteDate,"IR SWAP Y1 Mid"
25-Oct-2002,0.0188
28-Oct-2002,0.0174
29-Oct-2002,0.0165
30-Oct-2002,0.0167
31-Oct-2002,0.0162
1-Nov-2002,0.0164
5-Nov-2002,0.0163
6-Nov-2002,0.0163
7-Nov-2002,0.0156
12-Nov-2002,0.0154
13-Nov-2002,0.0155
14-Nov-2002,0.016
15-Nov-2002,0.0165
18-Nov-2002,0.0165
19-Nov-2002,0.0162
20-Nov-2002,0.0162
21-Nov-2002,0.0172
22-Nov-2002,0.0172
26-Nov-2002,0.0165
29-Nov-2002,0.017
2-Dec-2002,0.017
3-Dec-2002,0.017
5-Dec-2002,0.0167
6-Dec-2002,0.0162
9-Dec-2002,0.016
10-Dec-2002,0.016
11-Dec-2002,0.0159
12-Dec-2002,0.0159
13-Dec-2002,0.0157
16-Dec-2002,0.0159
17-Dec-2002,0.0158
18-Dec-2002,0.0153
19-Dec-2002,0.0152
20-Dec-2002,0.0153
23-Dec-2002,0.0155
26-Dec-2002,0.015
27-Dec-2002,0.0145
30-Dec-2002,0.0145
2-Jan-2003,0.0154
3-Jan-2003,0.0154
6-Jan-2003,0.0156
7-Jan-2003,0.0152
8-Jan-2003,0.015
9-Jan-2003,0.0154
10-Jan-2003,0.0153
13-Jan-2003,0.0151
14-Jan-2003,0.0149
15-Jan-2003,0.0148
16-Jan-2003,0.0149
21-Jan-2003,0.0145
22-Jan-2003,0.0143
23-Jan-2003,0.0144
24-Jan-2003,0.0142
27-Jan-2003,0.0143
28-Jan-2003,0.0145
29-Jan-2003,0.0143
30-Jan-2003,0.0147
31-Jan-2003,0.0144
3-Feb-2003,0.0146
4-Feb-2003,0.0143
5-Feb-2003,0.0144
6-Feb-2003,0.0142
7-Feb-2003,0.0142
10-Feb-2003,0.014
11-Feb-2003,0.0141
12-Feb-2003,0.0138
13-Feb-2003,0.0138
19-Feb-2003,0.014
20-Feb-2003,0.0139
24-Feb-2003,0.0139
25-Feb-2003,0.0137
26-Feb-2003,0.0138
27-Feb-2003,0.014
28-Feb-2003,0.0138
3-Mar-2003,0.0136
4-Mar-2003,0.0134
7-Mar-2003,0.0124
10-Mar-2003,0.0117
11-Mar-2003,0.0119
12-Mar-2003,0.0123
13-Mar-2003,0.0131
18-Mar-2003,0.0135
19-Mar-2003,0.014
20-Mar-2003,0.0138
21-Mar-2003,0.0145
24-Mar-2003,0.0141
26-Mar-2003,0.0139
27-Mar-2003,0.0134
28-Mar-2003,0.0132
31-Mar-2003,0.0127
1-Apr-2003,0.0127
2-Apr-2003,0.0133
3-Apr-2003,0.0131
4-Apr-2003,0.0129
7-Apr-2003,0.0138
8-Apr-2003,0.0135
9-Apr-2003,0.0133
10-Apr-2003,0.0133
11-Apr-2003,0.0138
14-Apr-2003,0.0142
15-Apr-2003,0.0143
16-Apr-2003,0.0144
17-Apr-2003,0.0141
21-Apr-2003,0.0145
22-Apr-2003,0.0141
23-Apr-2003,0.0142
24-Apr-2003,0.0136
25-Apr-2003,0.0132
28-Apr-2003,0.0135
29-Apr-2003,0.0137
30-Apr-2003,0.0133
1-May-2003,0.0127
2-May-2003,0.0131
5-May-2003,0.0133
6-May-2003,0.0132
7-May-2003,0.0127
8-May-2003,0.0127
9-May-2003,0.013
12-May-2003,0.0127
13-May-2003,0.0129
14-May-2003,0.0127
15-May-2003,0.0128
16-May-2003,0.0125
19-May-2003,0.012
20-May-2003,0.012
21-May-2003,0.012
22-May-2003,0.0122
27-May-2003,0.0123
28-May-2003,0.0125
29-May-2003,0.0121
30-May-2003,0.0124
2-Jun-2003,0.0124
4-Jun-2003,0.0117
5-Jun-2003,0.0114
6-Jun-2003,0.0117
9-Jun-2003,0.0112
10-Jun-2003,0.0107
11-Jun-2003,0.0106
13-Jun-2003,0.01
16-Jun-2003,0.0101
17-Jun-2003,0.0104
18-Jun-2003,0.0107
19-Jun-2003,0.0102
20-Jun-2003,0.0103
23-Jun-2003,0.0102
24-Jun-2003,0.0102
25-Jun-2003,0.0101
26-Jun-2003,0.0118
27-Jun-2003,0.012
30-Jun-2003,0.0118
1-Jul-2003,0.0117
7-Jul-2003,0.0118
8-Jul-2003,0.0119
9-Jul-2003,0.0119
10-Jul-2003,0.0117
11-Jul-2003,0.0117
14-Jul-2003,0.0117
15-Jul-2003,0.0119
16-Jul-2003,0.0121
17-Jul-2003,0.0123
18-Jul-2003,0.0121
21-Jul-2003,0.0123
22-Jul-2003,0.0124
23-Jul-2003,0.0121
24-Jul-2003,0.0123
25-Jul-2003,0.012
28-Jul-2003,0.0124
29-Jul-2003,0.0125
30-Jul-2003,0.0127
31-Jul-2003,0.0133
1-Aug-2003,0.0143
4-Aug-2003,0.0142
5-Aug-2003,0.0142
6-Aug-2003,0.0144
7-Aug-2003,0.014
8-Aug-2003,0.0134
11-Aug-2003,0.0139
12-Aug-2003,0.0138
13-Aug-2003,0.014
14-Aug-2003,0.0141
15-Aug-2003,0.014
18-Aug-2003,0.0141
19-Aug-2003,0.0142
20-Aug-2003,0.014
21-Aug-2003,0.0142
22-Aug-2003,0.0148
25-Aug-2003,0.0148
26-Aug-2003,0.0148
27-Aug-2003,0.0148
28-Aug-2003,0.0144
2-Sep-2003,0.0148
3-Sep-2003,0.0149
4-Sep-2003,0.0145
5-Sep-2003,0.0138
8-Sep-2003,0.0133
9-Sep-2003,0.0135
10-Sep-2003,0.0133
11-Sep-2003,0.0134
12-Sep-2003,0.013
15-Sep-2003,0.0132
16-Sep-2003,0.0132
19-Sep-2003,0.0133
22-Sep-2003,0.0134
23-Sep-2003,0.0133
24-Sep-2003,0.0133
25-Sep-2003,0.013
26-Sep-2003,0.013
29-Sep-2003,0.013
30-Sep-2003,0.0125
1-Oct-2003,0.0123
3-Oct-2003,0.0134
8-Oct-2003,0.0134
14-Oct-2003,0.0139
15-Oct-2003,0.0143
16-Oct-2003,0.0143
17-Oct-2003,0.0152
20-Oct-2003,0.0153
21-Oct-2003,0.0151
22-Oct-2003,0.015
23-Oct-2003,0.0149
24-Oct-2003,0.0148
27-Oct-2003,0.0148
28-Oct-2003,0.015
29-Oct-2003,0.0144
30-Oct-2003,0.0149
31-Oct-2003,0.0148
3-Nov-2003,0.0153
4-Nov-2003,0.015
5-Nov-2003,0.015
6-Nov-2003,0.0156
7-Nov-2003,0.016
12-Nov-2003,0.0159
13-Nov-2003,0.0153
14-Nov-2003,0.0147
17-Nov-2003,0.0144
18-Nov-2003,0.0147
19-Nov-2003,0.0148
20-Nov-2003,0.015
21-Nov-2003,0.0145
24-Nov-2003,0.015
25-Nov-2003,0.0151
28-Nov-2003,0.016
1-Dec-2003,0.0165
2-Dec-2003,0.0164
3-Dec-2003,0.0162
4-Dec-2003,0.0163
5-Dec-2003,0.015
8-Dec-2003,0.0151
9-Dec-2003,0.0152
10-Dec-2003,0.0152
11-Dec-2003,0.0152
15-Dec-2003,0.0146
16-Dec-2003,0.0146
17-Dec-2003,0.0144
18-Dec-2003,0.0147
19-Dec-2003,0.0148
22-Dec-2003,0.0146
23-Dec-2003,0.0148
26-Dec-2003,0.0145
29-Dec-2003,0.0146
30-Dec-2003,0.0146
2-Jan-2004,0.0153
5-Jan-2004,0.0153
6-Jan-2004,0.0149
7-Jan-2004,0.0147
8-Jan-2004,0.0148
9-Jan-2004,0.0137
12-Jan-2004,0.0134
13-Jan-2004,0.0135
14-Jan-2004,0.0136
15-Jan-2004,0.0137
20-Jan-2004,0.0139
21-Jan-2004,0.0139
22-Jan-2004,0.0138
23-Jan-2004,0.0135
28-Jan-2004,0.0137
29-Jan-2004,0.0152
30-Jan-2004,0.0149
2-Feb-2004,0.0147
3-Feb-2004,0.0146
4-Feb-2004,0.0145
5-Feb-2004,0.0145
6-Feb-2004,0.0143
9-Feb-2004,0.0143
10-Feb-2004,0.0146
11-Feb-2004,0.0147
12-Feb-2004,0.0139
17-Feb-2004,0.0138
18-Feb-2004,0.0136
19-Feb-2004,0.0139
20-Feb-2004,0.014
23-Feb-2004,0.014
24-Feb-2004,0.0136
25-Feb-2004,0.0137
26-Feb-2004,0.0137
27-Feb-2004,0.0137
1-Mar-2004,0.0139
2-Mar-2004,0.014
3-Mar-2004,0.0144
4-Mar-2004,0.0142
5-Mar-2004,0.0131
8-Mar-2004,0.0129
9-Mar-2004,0.0129
10-Mar-2004,0.0131
11-Mar-2004,0.0131
12-Mar-2004,0.013
15-Mar-2004,0.0131
16-Mar-2004,0.0133
17-Mar-2004,0.0129
18-Mar-2004,0.0131
19-Mar-2004,0.0131
22-Mar-2004,0.013
23-Mar-2004,0.013
24-Mar-2004,0.0129
25-Mar-2004,0.0131
26-Mar-2004,0.0132
29-Mar-2004,0.0136
30-Mar-2004,0.0135
31-Mar-2004,0.0135
1-Apr-2004,0.0138
2-Apr-2004,0.0152
5-Apr-2004,0.0153
6-Apr-2004,0.0151
7-Apr-2004,0.0148
8-Apr-2004,0.0151
12-Apr-2004,0.0152
13-Apr-2004,0.0156
14-Apr-2004,0.0164
15-Apr-2004,0.0165
16-Apr-2004,0.016
19-Apr-2004,0.0161
20-Apr-2004,0.0164
21-Apr-2004,0.017
22-Apr-2004,0.017
23-Apr-2004,0.0175
26-Apr-2004,0.0178
27-Apr-2004,0.0177
29-Apr-2004,0.0181
30-Apr-2004,0.0182
3-May-2004,0.0182
4-May-2004,0.0182
5-May-2004,0.0181
6-May-2004,0.0187
7-May-2004,0.0205
10-May-2004,0.0207
11-May-2004,0.0205
12-May-2004,0.0206
13-May-2004,0.0209
14-May-2004,0.0209
17-May-2004,0.0202
18-May-2004,0.0205
19-May-2004,0.0209
20-May-2004,0.0209
21-May-2004,0.0207
24-May-2004,0.0213
25-May-2004,0.0211
26-May-2004,0.0209
27-May-2004,0.0206
1-Jun-2004,0.0215
2-Jun-2004,0.0219
3-Jun-2004,0.022
4-Jun-2004,0.0226
8-Jun-2004,0.0227
9-Jun-2004,0.0233
14-Jun-2004,0.0248
15-Jun-2004,0.0243
16-Jun-2004,0.0243
17-Jun-2004,0.0245
21-Jun-2004,0.024
22-Jun-2004,0.0242
23-Jun-2004,0.0242
24-Jun-2004,0.0236
25-Jun-2004,0.0239
28-Jun-2004,0.0246
29-Jun-2004,0.0247
30-Jun-2004,0.0243
1-Jul-2004,0.0237
6-Jul-2004,0.0227
7-Jul-2004,0.0225
8-Jul-2004,0.0226
9-Jul-2004,0.0226
12-Jul-2004,0.0225
13-Jul-2004,0.023
14-Jul-2004,0.0232
15-Jul-2004,0.0232
16-Jul-2004,0.0227
19-Jul-2004,0.0228
20-Jul-2004,0.023
21-Jul-2004,0.0241
22-Jul-2004,0.0239
23-Jul-2004,0.024
27-Jul-2004,0.0245
28-Jul-2004,0.0247
29-Jul-2004,0.0246
30-Jul-2004,0.0239
2-Aug-2004,0.0237
3-Aug-2004,0.0237
4-Aug-2004,0.0237
5-Aug-2004,0.0236
6-Aug-2004,0.0218
10-Aug-2004,0.0221
11-Aug-2004,0.0227
12-Aug-2004,0.0228
13-Aug-2004,0.0225
16-Aug-2004,0.0228
17-Aug-2004,0.0226
18-Aug-2004,0.0225
19-Aug-2004,0.0225
20-Aug-2004,0.0225
23-Aug-2004,0.023
24-Aug-2004,0.0232
25-Aug-2004,0.0228
26-Aug-2004,0.0231
27-Aug-2004,0.023
30-Aug-2004,0.023
31-Aug-2004,0.0226
1-Sep-2004,0.0228
2-Sep-2004,0.0229
9-Sep-2004,0.0238
13-Sep-2004,0.0234
14-Sep-2004,0.0233
15-Sep-2004,0.0234
16-Sep-2004,0.0234
17-Sep-2004,0.0234
21-Sep-2004,0.0235
22-Sep-2004,0.0238
23-Sep-2004,0.0236
24-Sep-2004,0.0247
27-Sep-2004,0.0244
28-Sep-2004,0.0244
29-Sep-2004,0.0248
30-Sep-2004,0.0251
1-Oct-2004,0.025
4-Oct-2004,0.0253
6-Oct-2004,0.0252
7-Oct-2004,0.0257
12-Oct-2004,0.0244
13-Oct-2004,0.0246
14-Oct-2004,0.0242
15-Oct-2004,0.0244
18-Oct-2004,0.0244
19-Oct-2004,0.0247
20-Oct-2004,0.0244
21-Oct-2004,0.0245
22-Oct-2004,0.0247
25-Oct-2004,0.0245
26-Oct-2004,0.0246
27-Oct-2004,0.0249
28-Oct-2004,0.0255
29-Oct-2004,0.0255
1-Nov-2004,0.0256
2-Nov-2004,0.0259
3-Nov-2004,0.0261
4-Nov-2004,0.0258
5-Nov-2004,0.0275
8-Nov-2004,0.0277
9-Nov-2004,0.0277
12-Nov-2004,0.028
15-Nov-2004,0.0284
16-Nov-2004,0.0288
17-Nov-2004,0.0286
18-Nov-2004,0.0287
19-Nov-2004,0.0293
22-Nov-2004,0.0293
23-Nov-2004,0.0294
26-Nov-2004,0.0297
30-Nov-2004,0.0297
1-Dec-2004,0.0297
2-Dec-2004,0.0301
3-Dec-2004,0.0291
6-Dec-2004,0.0293
7-Dec-2004,0.0294
8-Dec-2004,0.0293
9-Dec-2004,0.0292
13-Dec-2004,0.0299
14-Dec-2004,0.0302
15-Dec-2004,0.0301
16-Dec-2004,0.0303
17-Dec-2004,0.0306
20-Dec-2004,0.0306
21-Dec-2004,0.031
22-Dec-2004,0.031
27-Dec-2004,0.031
28-Dec-2004,0.0312
29-Dec-2004,0.031
31-Dec-2004,0.0309
4-Jan-2005,0.0313
6-Jan-2005,0.0317
7-Jan-2005,0.0318
10-Jan-2005,0.032
11-Jan-2005,0.0322
12-Jan-2005,0.0321
13-Jan-2005,0.032
18-Jan-2005,0.0325
20-Jan-2005,0.0324
21-Jan-2005,0.0322
24-Jan-2005,0.0321
25-Jan-2005,0.0324
26-Jan-2005,0.0325
27-Jan-2005,0.0327
28-Jan-2005,0.0326
1-Feb-2005,0.0328
2-Feb-2005,0.033
3-Feb-2005,0.0334
4-Feb-2005,0.033
7-Feb-2005,0.0332
8-Feb-2005,0.0334
9-Feb-2005,0.033
10-Feb-2005,0.0331
11-Feb-2005,0.0331
14-Feb-2005,0.0337
15-Feb-2005,0.0337
16-Feb-2005,0.0341
17-Feb-2005,0.0342
22-Feb-2005,0.0347
23-Feb-2005,0.0347
24-Feb-2005,0.0351
25-Feb-2005,0.0354
28-Feb-2005,0.0355
1-Mar-2005,0.0357
2-Mar-2005,0.0357
3-Mar-2005,0.0357
4-Mar-2005,0.0357
7-Mar-2005,0.0357
8-Mar-2005,0.0361
9-Mar-2005,0.0363
10-Mar-2005,0.0366
11-Mar-2005,0.0368
14-Mar-2005,0.037
15-Mar-2005,0.037
16-Mar-2005,0.0368
17-Mar-2005,0.037
18-Mar-2005,0.0372
21-Mar-2005,0.0372
22-Mar-2005,0.0372
23-Mar-2005,0.0385
24-Mar-2005,0.0382
28-Mar-2005,0.0386
29-Mar-2005,0.0385
30-Mar-2005,0.0385
31-Mar-2005,0.0382
1-Apr-2005,0.0382
4-Apr-2005,0.0379
5-Apr-2005,0.038
6-Apr-2005,0.0378
7-Apr-2005,0.0376
8-Apr-2005,0.0382
11-Apr-2005,0.0382
12-Apr-2005,0.0383
13-Apr-2005,0.0377
14-Apr-2005,0.0373
15-Apr-2005,0.037
19-Apr-2005,0.0362
20-Apr-2005,0.0366
21-Apr-2005,0.0367
22-Apr-2005,0.0371
25-Apr-2005,0.0373
26-Apr-2005,0.0375
27-Apr-2005,0.0369
28-Apr-2005,0.0369
29-Apr-2005,0.037
2-May-2005,0.0374
3-May-2005,0.0373
4-May-2005,0.0373
5-May-2005,0.0369
6-May-2005,0.0377
10-May-2005,0.038
11-May-2005,0.0376
12-May-2005,0.0379
13-May-2005,0.0376
16-May-2005,0.0373
17-May-2005,0.0373
18-May-2005,0.0372
19-May-2005,0.0376
20-May-2005,0.0379
23-May-2005,0.0378
24-May-2005,0.0377
25-May-2005,0.0376
26-May-2005,0.0379
1-Jun-2005,0.0366
3-Jun-2005,0.0372
6-Jun-2005,0.0376
7-Jun-2005,0.0375
8-Jun-2005,0.0376
9-Jun-2005,0.0381
10-Jun-2005,0.0385
13-Jun-2005,0.0386
14-Jun-2005,0.0386
15-Jun-2005,0.0387
16-Jun-2005,0.0389
20-Jun-2005,0.0389
21-Jun-2005,0.0388
22-Jun-2005,0.0385
23-Jun-2005,0.0384
24-Jun-2005,0.0383
27-Jun-2005,0.0382
28-Jun-2005,0.0386
29-Jun-2005,0.0386
30-Jun-2005,0.0387
5-Jul-2005,0.04
6-Jul-2005,0.04
7-Jul-2005,0.0396
8-Jul-2005,0.04
11-Jul-2005,0.0404
12-Jul-2005,0.0403
13-Jul-2005,0.0406
14-Jul-2005,0.0407
15-Jul-2005,0.0407
18-Jul-2005,0.0409
19-Jul-2005,0.041
20-Jul-2005,0.0412
21-Jul-2005,0.0413
22-Jul-2005,0.0411
25-Jul-2005,0.0413
26-Jul-2005,0.0414
27-Jul-2005,0.0418
28-Jul-2005,0.0418
29-Jul-2005,0.042
1-Aug-2005,0.0423
2-Aug-2005,0.0422
3-Aug-2005,0.0423
4-Aug-2005,0.0422
5-Aug-2005,0.0427
8-Aug-2005,0.043
9-Aug-2005,0.0431
10-Aug-2005,0.0429
11-Aug-2005,0.0431
12-Aug-2005,0.0428
15-Aug-2005,0.0429
16-Aug-2005,0.0426
17-Aug-2005,0.0427
18-Aug-2005,0.0427
19-Aug-2005,0.0429
22-Aug-2005,0.0429
23-Aug-2005,0.0427
24-Aug-2005,0.0427
25-Aug-2005,0.0427
26-Aug-2005,0.0431
29-Aug-2005,0.0429
30-Aug-2005,0.0429
31-Aug-2005,0.0416
1-Sep-2005,0.0402
6-Sep-2005,0.0407
7-Sep-2005,0.0411
8-Sep-2005,0.0414
9-Sep-2005,0.0414
12-Sep-2005,0.0418
13-Sep-2005,0.0416
14-Sep-2005,0.0417
15-Sep-2005,0.0416
16-Sep-2005,0.0421
19-Sep-2005,0.0424
20-Sep-2005,0.0424
22-Sep-2005,0.0426
23-Sep-2005,0.0429
26-Sep-2005,0.0437
27-Sep-2005,0.044
28-Sep-2005,0.0442
29-Sep-2005,0.0443
30-Sep-2005,0.0449
3-Oct-2005,0.0452
4-Oct-2005,0.045
5-Oct-2005,0.045
6-Oct-2005,0.045
11-Oct-2005,0.0455
12-Oct-2005,0.0456
13-Oct-2005,0.0458
14-Oct-2005,0.0456
17-Oct-2005,0.0458
18-Oct-2005,0.0457
19-Oct-2005,0.0456
20-Oct-2005,0.046
21-Oct-2005,0.0456