| Interest-Rate Swap Levels (Nov. 7, 2001) | |||||||||||||||
| Maturity | 1y | 2y | 3y | 4y | 5y | 6y | 7y | 8y | 9y | 10y | 12y | 15y | 20y | 25y | 30y |
| EURO SWAP | 3.1175 | 3.235 | 3.4875 | 3.735 | 3.96 | 4.155 | 4.32 | 4.46 | 4.5725 | 4.66 | 4.8125 | 4.965 | 5.0975 | 5.15 | 5.16 |
| USD SWAP | 2.2454 | 2.9092 | 3.5232 | 3.9604 | 4.2779 | 4.5059 | 4.6658 | 4.8043 | 4.9131 | 5.0119 | 5.1609 | 5.349 | 5.4972 | 5.5324 | 5.5566 |
