Instrument Name Price
September 19, 2012 LIBOR 0.6049%
September 2012 Eurodollar 3 month 99.6125
December 2012 Eurodollar 3 month 99.6500
March 2013 Eurodollar 3 month 99.6500
June 2013 Eurodollar 3 month 99.6350
September 2013 Eurodollar 3 month 99.6200
December 2013 Eurodollar 3 month 99.5900
March 2014 Eurodollar 3 month 99.5650
2 year swap rate 0.3968%
3 year swap rate 0.4734%
4 year swap rate 0.6201%
5 year swap rate 0.8194%
6 year swap rate 1.0537%
7 year swap rate 1.2738%
8 year swap rate 1.4678%
9 year swap rate 1.6360%
10 year swap rate 1.7825%
12 year swap rate 2.0334%
15 year swap rate 2.2783%
20 year swap rate 2.4782%
25 year swap rate 2.5790%
30 year swap rate 2.6422%