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Derivatives

Interest-Rate Swap Levels (Nov. 7, 2001)

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


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