| Basis Swap p (mids), week end'g 16/11/01 | |||||
| JN/$ | EU/$ | GB/$ | |||
| 1yr= | -1.87 | 1yr= | 0.75 | 1yr= | -0.5 |
| 2yr= | -3.75 | 2yr= | -0.25 | 2yr= | -0.75 |
| 3yr= | -5.5 | 3yr= | -1.25 | 3yr= | -0.87 |
| 4yr= | -7.12 | 4yr= | -2.12 | 4yr= | -1 |
| 5yr= | -9.12 | 5yr= | -2.5 | 5yr= | -1.25 |
| 6yr= | -11 | 6yr= | -2.62 | 6yr= | -1.62 |
| 7yr= | 12.5 | 7yr= | -2.62 | 7yr= | -2.25 |
| 8yr= | 13.75 | 8yr= | -2.62 | 8yr= | -2.75 |
| 9yr= | 15 | 9yr= | -2.62 | 9yr= | -3.25 |
| 10yr= | -16.25 | 10yr= | -2.62 | 10yr= | -3.75 |
| 15yr= | -21.75 | 15yr= | -0.37 | 15yr= | -5.25 |
| 20yr= | -25.5 | 20yr= | 1.62 | 20yr= | -5.75 |
