QuoteDate,"IR SWAP Y10 Mid"
25-Oct-2002,0.0469
28-Oct-2002,0.0464
29-Oct-2002,0.0446
30-Oct-2002,0.0455
31-Oct-2002,0.0451
1-Nov-2002,0.0459
5-Nov-2002,0.0462
6-Nov-2002,0.0462
7-Nov-2002,0.044
12-Nov-2002,0.0429
13-Nov-2002,0.0436
14-Nov-2002,0.0446
15-Nov-2002,0.0457
18-Nov-2002,0.0454
19-Nov-2002,0.0441
20-Nov-2002,0.0442
21-Nov-2002,0.0466
22-Nov-2002,0.0465
26-Nov-2002,0.0456
29-Nov-2002,0.0471
2-Dec-2002,0.047
3-Dec-2002,0.0467
5-Dec-2002,0.046
6-Dec-2002,0.0456
9-Dec-2002,0.0451
10-Dec-2002,0.0449
11-Dec-2002,0.0447
12-Dec-2002,0.0448
13-Dec-2002,0.045
16-Dec-2002,0.0454
17-Dec-2002,0.0457
18-Dec-2002,0.045
19-Dec-2002,0.0445
20-Dec-2002,0.0443
23-Dec-2002,0.0445
26-Dec-2002,0.0439
27-Dec-2002,0.0432
30-Dec-2002,0.0426
2-Jan-2003,0.0448
3-Jan-2003,0.045
6-Jan-2003,0.0452
7-Jan-2003,0.0445
8-Jan-2003,0.044
9-Jan-2003,0.0458
10-Jan-2003,0.0463
13-Jan-2003,0.0459
14-Jan-2003,0.0454
15-Jan-2003,0.045
16-Jan-2003,0.0455
21-Jan-2003,0.0445
22-Jan-2003,0.0439
23-Jan-2003,0.044
24-Jan-2003,0.0433
27-Jan-2003,0.044
28-Jan-2003,0.0446
29-Jan-2003,0.0443
30-Jan-2003,0.0446
31-Jan-2003,0.0442
3-Feb-2003,0.0446
4-Feb-2003,0.0439
5-Feb-2003,0.044
6-Feb-2003,0.0439
7-Feb-2003,0.0441
10-Feb-2003,0.0437
11-Feb-2003,0.0441
12-Feb-2003,0.0436
13-Feb-2003,0.0434
19-Feb-2003,0.043
20-Feb-2003,0.0427
24-Feb-2003,0.0427
25-Feb-2003,0.0421
26-Feb-2003,0.042
27-Feb-2003,0.0421
28-Feb-2003,0.0418
3-Mar-2003,0.0409
4-Mar-2003,0.0407
7-Mar-2003,0.0404
10-Mar-2003,0.0401
11-Mar-2003,0.0398
12-Mar-2003,0.0402
13-Mar-2003,0.0411
18-Mar-2003,0.0428
19-Mar-2003,0.0439
20-Mar-2003,0.0443
21-Mar-2003,0.0454
24-Mar-2003,0.0445
26-Mar-2003,0.044
27-Mar-2003,0.0434
28-Mar-2003,0.0434
31-Mar-2003,0.0425
1-Apr-2003,0.0425
2-Apr-2003,0.0437
3-Apr-2003,0.0435
4-Apr-2003,0.0436
7-Apr-2003,0.0448
8-Apr-2003,0.0438
9-Apr-2003,0.0435
10-Apr-2003,0.0431
11-Apr-2003,0.0439
14-Apr-2003,0.0442
15-Apr-2003,0.0439
16-Apr-2003,0.0437
17-Apr-2003,0.0432
21-Apr-2003,0.044
22-Apr-2003,0.0434
23-Apr-2003,0.0437
24-Apr-2003,0.0429
25-Apr-2003,0.0425
28-Apr-2003,0.0428
29-Apr-2003,0.0431
30-Apr-2003,0.0426
1-May-2003,0.0416
2-May-2003,0.0425
5-May-2003,0.0429
6-May-2003,0.0425
7-May-2003,0.0406
8-May-2003,0.0399
9-May-2003,0.0405
12-May-2003,0.0397
13-May-2003,0.0397
14-May-2003,0.0388
15-May-2003,0.0384
16-May-2003,0.0377
19-May-2003,0.0376
20-May-2003,0.0379
21-May-2003,0.0367
22-May-2003,0.0369
27-May-2003,0.0373
28-May-2003,0.0384
29-May-2003,0.0374
30-May-2003,0.0377
2-Jun-2003,0.0378
4-Jun-2003,0.0369
5-Jun-2003,0.0361
6-Jun-2003,0.037
9-Jun-2003,0.0364
10-Jun-2003,0.0355
11-Jun-2003,0.0352
13-Jun-2003,0.0344
16-Jun-2003,0.0345
17-Jun-2003,0.0357
18-Jun-2003,0.037
19-Jun-2003,0.0372
20-Jun-2003,0.0374
23-Jun-2003,0.0373
24-Jun-2003,0.0367
25-Jun-2003,0.0364
26-Jun-2003,0.0381
27-Jun-2003,0.0387
30-Jun-2003,0.0386
1-Jul-2003,0.0387
7-Jul-2003,0.0404
8-Jul-2003,0.0407
9-Jul-2003,0.0407
10-Jul-2003,0.0405
11-Jul-2003,0.0405
14-Jul-2003,0.0401
15-Jul-2003,0.0422
16-Jul-2003,0.0433
17-Jul-2003,0.044
18-Jul-2003,0.0435
21-Jul-2003,0.0445
22-Jul-2003,0.046
23-Jul-2003,0.0446
24-Jul-2003,0.046
25-Jul-2003,0.0451
28-Jul-2003,0.0468
29-Jul-2003,0.0475
30-Jul-2003,0.048
31-Jul-2003,0.0492
1-Aug-2003,0.0506
4-Aug-2003,0.0504
5-Aug-2003,0.0495
6-Aug-2003,0.049
7-Aug-2003,0.0475
8-Aug-2003,0.0459
11-Aug-2003,0.048
12-Aug-2003,0.0486
13-Aug-2003,0.0504
14-Aug-2003,0.0514
15-Aug-2003,0.0499
18-Aug-2003,0.0497
19-Aug-2003,0.0494
20-Aug-2003,0.0492
21-Aug-2003,0.0496
22-Aug-2003,0.0498
25-Aug-2003,0.0502
26-Aug-2003,0.0506
27-Aug-2003,0.0503
28-Aug-2003,0.0496
2-Sep-2003,0.0504
3-Sep-2003,0.0511
4-Sep-2003,0.0506
5-Sep-2003,0.0489
8-Sep-2003,0.0477
9-Sep-2003,0.0487
10-Sep-2003,0.0479
11-Sep-2003,0.0477
12-Sep-2003,0.0463
15-Sep-2003,0.0473
16-Sep-2003,0.0474
19-Sep-2003,0.0457
22-Sep-2003,0.0472
23-Sep-2003,0.0466
24-Sep-2003,0.0462
25-Sep-2003,0.045
26-Sep-2003,0.0447
29-Sep-2003,0.0444
30-Sep-2003,0.0436
1-Oct-2003,0.0437
3-Oct-2003,0.0462
8-Oct-2003,0.0469
14-Oct-2003,0.0476
15-Oct-2003,0.0486
16-Oct-2003,0.0479
17-Oct-2003,0.0487
20-Oct-2003,0.048
21-Oct-2003,0.0476
22-Oct-2003,0.047
23-Oct-2003,0.0472
24-Oct-2003,0.0471
27-Oct-2003,0.0468
28-Oct-2003,0.047
29-Oct-2003,0.0466
30-Oct-2003,0.0479
31-Oct-2003,0.0473
3-Nov-2003,0.0481
4-Nov-2003,0.0473
5-Nov-2003,0.0472
6-Nov-2003,0.0482
7-Nov-2003,0.0491
12-Nov-2003,0.0484
13-Nov-2003,0.0475
14-Nov-2003,0.0462
17-Nov-2003,0.0557
18-Nov-2003,0.0458
19-Nov-2003,0.0456
20-Nov-2003,0.046
21-Nov-2003,0.0451
24-Nov-2003,0.0459
25-Nov-2003,0.0459
28-Nov-2003,0.047
1-Dec-2003,0.0483
2-Dec-2003,0.0481
3-Dec-2003,0.0476
4-Dec-2003,0.0479
5-Dec-2003,0.0464
8-Dec-2003,0.0465
9-Dec-2003,0.0464
10-Dec-2003,0.047
11-Dec-2003,0.0472
15-Dec-2003,0.0463
16-Dec-2003,0.0463
17-Dec-2003,0.0454
18-Dec-2003,0.0454
19-Dec-2003,0.0454
22-Dec-2003,0.0454
23-Dec-2003,0.0461
26-Dec-2003,0.0455
29-Dec-2003,0.046
30-Dec-2003,0.0465
2-Jan-2004,0.0478
5-Jan-2004,0.0479
6-Jan-2004,0.0468
7-Jan-2004,0.0464
8-Jan-2004,0.0463
9-Jan-2004,0.0448
12-Jan-2004,0.0443
13-Jan-2004,0.0445
14-Jan-2004,0.0441
15-Jan-2004,0.0435
20-Jan-2004,0.044
21-Jan-2004,0.0442
22-Jan-2004,0.0438
23-Jan-2004,0.0429
28-Jan-2004,0.0443
29-Jan-2004,0.0463
30-Jan-2004,0.0457
2-Feb-2004,0.0452
3-Feb-2004,0.0452
4-Feb-2004,0.0454
5-Feb-2004,0.0452
6-Feb-2004,0.0449
9-Feb-2004,0.0448
10-Feb-2004,0.045
11-Feb-2004,0.0454
12-Feb-2004,0.0443
17-Feb-2004,0.0444
18-Feb-2004,0.0438
19-Feb-2004,0.0446
20-Feb-2004,0.0447
23-Feb-2004,0.0448
24-Feb-2004,0.0439
25-Feb-2004,0.0441
26-Feb-2004,0.0443
27-Feb-2004,0.044
1-Mar-2004,0.0441
2-Mar-2004,0.0443
3-Mar-2004,0.045
4-Mar-2004,0.0446
5-Mar-2004,0.0423
8-Mar-2004,0.0417
9-Mar-2004,0.0413
10-Mar-2004,0.0411
11-Mar-2004,0.0408
12-Mar-2004,0.041
15-Mar-2004,0.0411
16-Mar-2004,0.0415
17-Mar-2004,0.0403
18-Mar-2004,0.0409
19-Mar-2004,0.0413
22-Mar-2004,0.0412
23-Mar-2004,0.0409
24-Mar-2004,0.0407
25-Mar-2004,0.0412
26-Mar-2004,0.0416
29-Mar-2004,0.0429
30-Mar-2004,0.0425
31-Mar-2004,0.0425
1-Apr-2004,0.043
2-Apr-2004,0.0451
5-Apr-2004,0.0462
6-Apr-2004,0.0459
7-Apr-2004,0.0455
8-Apr-2004,0.046
12-Apr-2004,0.0465
13-Apr-2004,0.0474
14-Apr-2004,0.0484
15-Apr-2004,0.0481
16-Apr-2004,0.0479
19-Apr-2004,0.0476
20-Apr-2004,0.0484
21-Apr-2004,0.0489
22-Apr-2004,0.0484
23-Apr-2004,0.0488
26-Apr-2004,0.0489
27-Apr-2004,0.0489
29-Apr-2004,0.0495
30-Apr-2004,0.05
3-May-2004,0.0497
4-May-2004,0.0499
5-May-2004,0.0504
6-May-2004,0.0512
7-May-2004,0.0529
10-May-2004,0.0533
11-May-2004,0.0532
12-May-2004,0.0531
13-May-2004,0.0537
14-May-2004,0.0535
17-May-2004,0.0522
18-May-2004,0.0523
19-May-2004,0.0528
20-May-2004,0.0524
21-May-2004,0.0519
24-May-2004,0.0527
25-May-2004,0.0523
26-May-2004,0.0519
27-May-2004,0.0512
1-Jun-2004,0.052
2-Jun-2004,0.0522
3-Jun-2004,0.0522
4-Jun-2004,0.0524
8-Jun-2004,0.0528
9-Jun-2004,0.0528
14-Jun-2004,0.0533
15-Jun-2004,0.0523
16-Jun-2004,0.0523
17-Jun-2004,0.0524
21-Jun-2004,0.0519
22-Jun-2004,0.052
23-Jun-2004,0.0522
24-Jun-2004,0.0511
25-Jun-2004,0.0515
28-Jun-2004,0.0521
29-Jun-2004,0.0522
30-Jun-2004,0.051
1-Jul-2004,0.0508
6-Jul-2004,0.0495
7-Jul-2004,0.0494
8-Jul-2004,0.0494
9-Jul-2004,0.0496
12-Jul-2004,0.0493
13-Jul-2004,0.0498
14-Jul-2004,0.0498
15-Jul-2004,0.0497
16-Jul-2004,0.0487
19-Jul-2004,0.0485
20-Jul-2004,0.0487
21-Jul-2004,0.0499
22-Jul-2004,0.0493
23-Jul-2004,0.0493
27-Jul-2004,0.0502
28-Jul-2004,0.051
29-Jul-2004,0.0508
30-Jul-2004,0.05
2-Aug-2004,0.0495
3-Aug-2004,0.0493
4-Aug-2004,0.049
5-Aug-2004,0.0489
6-Aug-2004,0.0471
10-Aug-2004,0.047
11-Aug-2004,0.0477
12-Aug-2004,0.0477
13-Aug-2004,0.0469
16-Aug-2004,0.0473
17-Aug-2004,0.0471
18-Aug-2004,0.0467
19-Aug-2004,0.0469
20-Aug-2004,0.0468
23-Aug-2004,0.0474
24-Aug-2004,0.0476
25-Aug-2004,0.047
26-Aug-2004,0.0469
27-Aug-2004,0.0467
30-Aug-2004,0.0466
31-Aug-2004,0.0458
1-Sep-2004,0.046
2-Sep-2004,0.0462
9-Sep-2004,0.0462
13-Sep-2004,0.046
14-Sep-2004,0.0459
15-Sep-2004,0.046
16-Sep-2004,0.0457
17-Sep-2004,0.0455
21-Sep-2004,0.0449
22-Sep-2004,0.0444
23-Sep-2004,0.044
24-Sep-2004,0.0448
27-Sep-2004,0.0441
28-Sep-2004,0.044
29-Sep-2004,0.0451
30-Sep-2004,0.0458
1-Oct-2004,0.0463
4-Oct-2004,0.0465
6-Oct-2004,0.0464
7-Oct-2004,0.0471
12-Oct-2004,0.0455
13-Oct-2004,0.0455
14-Oct-2004,0.0449
15-Oct-2004,0.045
18-Oct-2004,0.045
19-Oct-2004,0.045
20-Oct-2004,0.0441
21-Oct-2004,0.0441
22-Oct-2004,0.0443
25-Oct-2004,0.0438
26-Oct-2004,0.0439
27-Oct-2004,0.0441
28-Oct-2004,0.0452
29-Oct-2004,0.0448
1-Nov-2004,0.0449
2-Nov-2004,0.0453
3-Nov-2004,0.0458
4-Nov-2004,0.0448
5-Nov-2004,0.0463
8-Nov-2004,0.0464
9-Nov-2004,0.0465
12-Nov-2004,0.0462
15-Nov-2004,0.0463
16-Nov-2004,0.0464
17-Nov-2004,0.0461
18-Nov-2004,0.0457
19-Nov-2004,0.0461
22-Nov-2004,0.0459
23-Nov-2004,0.0457
26-Nov-2004,0.0463
30-Nov-2004,0.0477
1-Dec-2004,0.0478
2-Dec-2004,0.0482
3-Dec-2004,0.0467
6-Dec-2004,0.0465
7-Dec-2004,0.0464
8-Dec-2004,0.0456
9-Dec-2004,0.0451
13-Dec-2004,0.0455
14-Dec-2004,0.0459
15-Dec-2004,0.0448
16-Dec-2004,0.0454
17-Dec-2004,0.046
20-Dec-2004,0.0458
21-Dec-2004,0.046
22-Dec-2004,0.0462
27-Dec-2004,0.047
28-Dec-2004,0.0476
29-Dec-2004,0.047
31-Dec-2004,0.0465
4-Jan-2005,0.0465
6-Jan-2005,0.0467
7-Jan-2005,0.0466
10-Jan-2005,0.0468
11-Jan-2005,0.0468
12-Jan-2005,0.0465
13-Jan-2005,0.0459
18-Jan-2005,0.0462
20-Jan-2005,0.0458
21-Jan-2005,0.0455
24-Jan-2005,0.0453
25-Jan-2005,0.0455
26-Jan-2005,0.0457
27-Jan-2005,0.0459
28-Jan-2005,0.0452
1-Feb-2005,0.0453
2-Feb-2005,0.0454
3-Feb-2005,0.0456
4-Feb-2005,0.0446
7-Feb-2005,0.0446
8-Feb-2005,0.0442
9-Feb-2005,0.0439
10-Feb-2005,0.044
11-Feb-2005,0.0446
14-Feb-2005,0.0447
15-Feb-2005,0.0447
16-Feb-2005,0.0453
17-Feb-2005,0.0455
22-Feb-2005,0.0466
23-Feb-2005,0.0462
24-Feb-2005,0.0465
25-Feb-2005,0.0467
28-Feb-2005,0.0468
1-Mar-2005,0.0479
2-Mar-2005,0.048
3-Mar-2005,0.0478
4-Mar-2005,0.0474
7-Mar-2005,0.047
8-Mar-2005,0.0478
9-Mar-2005,0.0488
10-Mar-2005,0.0492
11-Mar-2005,0.0495
14-Mar-2005,0.0497
15-Mar-2005,0.0491
16-Mar-2005,0.0492
17-Mar-2005,0.0491
18-Mar-2005,0.0492
21-Mar-2005,0.0495
22-Mar-2005,0.0493
23-Mar-2005,0.0509
24-Mar-2005,0.0503
28-Mar-2005,0.0508
29-Mar-2005,0.0506
30-Mar-2005,0.0503
31-Mar-2005,0.0496
1-Apr-2005,0.0498
4-Apr-2005,0.0492
5-Apr-2005,0.0493
6-Apr-2005,0.049
7-Apr-2005,0.0488
8-Apr-2005,0.0499
11-Apr-2005,0.0494
12-Apr-2005,0.0492
13-Apr-2005,0.0482
14-Apr-2005,0.0481
15-Apr-2005,0.0478
19-Apr-2005,0.0465
20-Apr-2005,0.047
21-Apr-2005,0.0469
22-Apr-2005,0.0471
25-Apr-2005,0.047
26-Apr-2005,0.0473
27-Apr-2005,0.0466
28-Apr-2005,0.0466
29-Apr-2005,0.046
2-May-2005,0.0467
3-May-2005,0.0464
4-May-2005,0.0467
5-May-2005,0.0462
6-May-2005,0.0469
10-May-2005,0.0468
11-May-2005,0.0462
12-May-2005,0.0467
13-May-2005,0.0459
16-May-2005,0.0459
17-May-2005,0.0457
18-May-2005,0.0451
19-May-2005,0.0453
20-May-2005,0.0457
23-May-2005,0.0453
24-May-2005,0.0448
25-May-2005,0.0444
26-May-2005,0.045
1-Jun-2005,0.043
3-Jun-2005,0.043
6-Jun-2005,0.0439
7-Jun-2005,0.0434
8-Jun-2005,0.0432
9-Jun-2005,0.0438
10-Jun-2005,0.0442
13-Jun-2005,0.0449
14-Jun-2005,0.0452
15-Jun-2005,0.0455
16-Jun-2005,0.0454
20-Jun-2005,0.0453
21-Jun-2005,0.0446
22-Jun-2005,0.0439
23-Jun-2005,0.0436
24-Jun-2005,0.0433
27-Jun-2005,0.043
28-Jun-2005,0.0436
29-Jun-2005,0.0435
30-Jun-2005,0.0438
5-Jul-2005,0.0452
6-Jul-2005,0.045
7-Jul-2005,0.0446
8-Jul-2005,0.0449
11-Jul-2005,0.0457
12-Jul-2005,0.0455
13-Jul-2005,0.0458
14-Jul-2005,0.0459
15-Jul-2005,0.0461
18-Jul-2005,0.0462
19-Jul-2005,0.0464
20-Jul-2005,0.0467
21-Jul-2005,0.047
22-Jul-2005,0.0466
25-Jul-2005,0.0467
26-Jul-2005,0.0469
27-Jul-2005,0.0469
28-Jul-2005,0.0467
29-Jul-2005,0.0472
1-Aug-2005,0.0478
2-Aug-2005,0.0477
3-Aug-2005,0.0475
4-Aug-2005,0.0474
5-Aug-2005,0.0483
8-Aug-2005,0.0485
9-Aug-2005,0.0488
10-Aug-2005,0.0482
11-Aug-2005,0.0482
12-Aug-2005,0.0473
15-Aug-2005,0.0472
16-Aug-2005,0.0466
17-Aug-2005,0.0468
18-Aug-2005,0.0469
19-Aug-2005,0.0469
22-Aug-2005,0.0469
23-Aug-2005,0.0464
24-Aug-2005,0.0464
25-Aug-2005,0.0462
26-Aug-2005,0.0461
29-Aug-2005,0.046
30-Aug-2005,0.0458
31-Aug-2005,0.0446
1-Sep-2005,0.0444
6-Sep-2005,0.0451
7-Sep-2005,0.0457
8-Sep-2005,0.0456
9-Sep-2005,0.0453
12-Sep-2005,0.0459
13-Sep-2005,0.0454
14-Sep-2005,0.0455
15-Sep-2005,0.0461
16-Sep-2005,0.0471
19-Sep-2005,0.0469
20-Sep-2005,0.0471
22-Sep-2005,0.0461
23-Sep-2005,0.0466
26-Sep-2005,0.0474
27-Sep-2005,0.0476
28-Sep-2005,0.0474
29-Sep-2005,0.0474
30-Sep-2005,0.0479
3-Oct-2005,0.0486
4-Oct-2005,0.0483
5-Oct-2005,0.0481
6-Oct-2005,0.0482
11-Oct-2005,0.0486
12-Oct-2005,0.0489
13-Oct-2005,0.0496
14-Oct-2005,0.0495
17-Oct-2005,0.0496
18-Oct-2005,0.0496
19-Oct-2005,0.0492
20-Oct-2005,0.0496
21-Oct-2005,0.0489