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% |