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Bank/FixedDateONSW2W1M2M3M4M5M6M7M8M9M10M11M12M
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FIX - USD04/01/20052.318752.329382.335632.42.492.572.642.712.792.852.912.96753.01753.063753.11
3
BTMU04/01/20052.312.332.342.42.492.572.632.72.792.852.912.963.013.063.11
4
Barclays04/01/20052.322.332.342.42.492.572.642.712.792.852.912.973.023.073.11
5
BOA04/01/20052.322.322.332.382.492.562.642.712.792.852.912.973.033.093.12
6
Citi04/01/20052.32.3252.3352.42.492.572.642.712.792.852.912.973.033.073.11
7
Credit Suisse04/01/20052.292.32.322.42.492.572.642.712.792.852.912.973.023.063.11
8
Deutsche04/01/20052.332.332.332.4052.52.582.6452.7352.82.8552.922.973.023.0753.12
9
HBOS04/01/20052.322.332.342.42.492.572.642.712.792.852.912.973.023.073.11
10
HSBC04/01/20052.32.332.352.392.492.572.632.72.792.862.912.963.013.063.11
11
JPM04/01/20052.322.342.352.392.492.572.642.712.792.862.912.963.013.063.11
12
Lloyds04/01/20052.322.332.342.42.492.572.642.712.792.852.912.973.023.073.11
13
Nornichuck04/01/20052.322.332.332.412.492.562.642.722.792.852.912.973.023.073.11
14
Rabo04/01/20052.342.362.382.42.492.572.642.712.792.852.92.963.013.063.11
15
RBS04/01/20052.32.32.32.412.492.572.642.712.792.852.912.963.013.063.11
16
UBS04/01/20052.352.332.372.42.492.572.642.722.792.852.912.973.013.063.11
17
WestLB04/01/20052.322.322.332.42.492.572.642.712.792.852.912.973.023.063.11
18
FIX - USD05/01/20052.322.328752.338752.42.506252.592.66252.74252.82752.890632.951253.0153.073753.133.18063
19
BTMU05/01/20052.322.332.342.42.52.592.672.752.832.92.963.023.083.133.18
20
Barclays05/01/20052.322.332.342.42.512.592.662.742.822.882.943.013.073.133.18
21
BOA05/01/20052.322.332.332.392.52.592.682.762.832.92.963.033.093.143.19
22
Citi05/01/20052.32.322.332.42.512.592.662.742.832.892.953.023.093.133.19
23
Credit Suisse05/01/20052.32.322.332.42.512.592.662.742.832.892.953.013.073.133.18
24
Deutsche05/01/20052.342.342.352.412.512.62.6752.7752.832.8952.9653.023.0853.1353.185
25
HBOS05/01/20052.332.342.352.42.512.592.662.742.822.892.953.013.073.133.18
26
HSBC05/01/20052.32.352.362.42.52.592.672.752.832.92.963.023.073.123.17
27
JPM05/01/20052.312.332.342.42.52.592.662.742.832.892.953.013.073.133.18
28
Lloyds05/01/20052.332.332.332.42.512.592.662.742.822.892.953.013.073.133.18
29
Nornichuck05/01/20052.322.332.342.422.512.592.672.752.832.892.953.023.083.143.19
30
Rabo05/01/20052.352.382.382.42.512.592.662.732.822.892.953.013.063.123.17
31
RBS05/01/20052.32.32.32.42.52.592.662.742.822.892.953.013.073.133.18
32
UBS05/01/20052.342.322.362.42.52.592.662.742.822.882.953.013.063.113.17
33
WestLB05/01/20052.322.322.342.42.512.592.662.742.832.892.953.023.083.143.19
34
FIX - USD06/01/20052.31752.332.341252.422.522.612.682.762.842.908132.973.033.088753.143.19
35
BTMU06/01/20052.322.332.342.422.522.612.682.762.842.912.973.033.093.143.19
36
Barclays06/01/20052.312.332.342.422.522.612.682.762.842.92.963.033.093.143.19
37
BOA06/01/20052.322.332.332.432.512.622.692.772.842.912.973.033.093.143.19
38
Citi06/01/20052.312.3252.332.422.522.612.682.762.842.912.973.033.093.143.19
39
Credit Suisse06/01/20052.32.332.332.422.522.612.682.762.842.912.973.033.093.143.19
40
Deutsche06/01/20052.342.342.352.432.522.612.6752.7852.832.9052.9753.023.0953.1453.19
41
HBOS06/01/20052.322.342.352.422.522.612.682.762.842.92.963.033.083.143.19
42
HSBC06/01/20052.292.332.352.412.512.612.682.762.842.912.973.033.093.143.19
43
JPM06/01/20052.312.332.342.422.522.612.682.762.842.912.973.033.083.133.18
44
Lloyds06/01/20052.332.342.352.422.532.612.682.762.842.912.973.033.093.143.19
45
Nornichuck06/01/20052.322.332.342.432.522.612.682.762.852.912.973.043.093.153.2
46
Rabo06/01/20052.322.332.342.422.5152.612.672.752.842.912.973.033.083.143.19
47
RBS06/01/20052.312.312.322.422.522.612.682.762.842.92.963.023.083.133.18
48
UBS06/01/20052.342.332.382.422.522.612.692.762.842.92.973.033.083.143.19
49
WestLB06/01/20052.322.342.352.422.522.612.682.762.842.92.963.033.093.143.19
50
FIX - USD07/01/20052.298752.328752.342.432.522.612.682.762.8352.896252.951253.013.063.113.16
51
BTMU07/01/20052.312.342.352.432.532.612.682.762.842.92.963.013.063.113.16
52
Barclays07/01/20052.32.332.342.432.522.612.682.762.832.892.953.013.063.113.16
53
BOA07/01/20052.32.322.332.432.522.622.692.762.842.92.963.023.073.123.18
54
Citi07/01/20052.292.322.342.432.522.612.682.762.832.892.953.013.063.113.165
55
Credit Suisse07/01/20052.32.332.332.432.522.612.682.762.832.92.963.013.063.113.16
56
Deutsche07/01/20052.322.342.352.432.5252.622.672.772.822.8852.94533.0553.13.15
57
HBOS07/01/20052.32.332.342.432.522.612.682.762.832.892.953.013.063.113.16
58
HSBC07/01/20052.282.342.352.422.522.612.682.762.842.912.963.013.063.113.16
59
JPM07/01/20052.32.332.352.432.532.622.682.762.842.92.953.013.063.113.16
60
Lloyds07/01/20052.32.342.352.432.522.612.682.762.832.892.953.013.063.113.16
61
Nornichuck07/01/20052.282.322.332.432.522.612.682.752.842.92.953.013.063.123.17
62
Rabo07/01/20052.322.332.342.432.522.612.682.762.842.892.953.013.063.113.16
63
RBS07/01/20052.282.32.322.432.522.612.682.762.842.92.963.013.063.113.16
64
UBS07/01/20052.332.332.382.432.522.612.692.762.842.92.953.013.063.113.16
65
WestLB07/01/20052.32.322.332.432.522.612.682.762.832.892.953.013.063.113.16
66
FIX - USD10/01/20052.30252.328752.340632.442.532.622.692.772.852.911252.973.033.089383.143.19125
67
BTMU10/01/20052.312.342.352.442.532.622.692.772.852.912.973.033.093.143.19
68
Barclays10/01/20052.312.332.342.442.532.622.692.772.852.912.973.033.093.153.2
69
BOA10/01/20052.312.332.342.432.532.622.72.782.852.922.983.043.093.143.2
70
Citi10/01/20052.32.322.342.432.532.622.692.772.852.912.973.033.093.143.19
71
Credit Suisse10/01/20052.32.332.342.442.532.622.692.772.852.922.983.033.083.133.19
72
Deutsche10/01/20052.322.322.3452.442.532.622.6952.7852.842.912.9753.023.0853.143.19
73
HBOS10/01/20052.32.332.342.442.532.622.692.772.852.912.973.033.093.153.2
74
HSBC10/01/20052.282.332.352.442.532.622.692.772.852.922.983.033.083.133.19
75
JPM10/01/20052.32.332.362.452.532.622.692.772.852.912.973.033.093.143.19
76
Lloyds10/01/20052.32.332.342.442.532.622.692.772.852.912.973.033.093.153.2
77
Nornichuck10/01/20052.32.322.332.442.532.632.72.772.862.922.973.033.093.143.2
78
Rabo10/01/20052.322.342.342.452.532.622.692.772.852.912.973.033.093.143.19
79
RBS10/01/20052.292.312.322.452.532.622.692.772.852.912.973.033.093.143.19
80
UBS10/01/20052.342.342.392.442.532.622.72.772.852.912.973.033.083.143.19
81
WestLB10/01/20052.292.322.332.442.532.622.692.772.852.912.973.033.083.133.19
82
FIX - USD11/01/20052.306252.332.342.44252.530132.632.72.782.862.92752.986253.053.106253.156253.21
83
BTMU11/01/20052.312.332.342.452.542.632.72.782.862.922.983.043.13.153.2
84
Barclays11/01/20052.312.332.342.442.532.632.72.782.872.9433.063.123.173.22
85
BOA11/01/20052.312.332.342.432.532.642.712.792.862.922.983.043.13.153.2
86
Citi11/01/20052.312.332.342.442.532.632.72.782.862.922.983.053.13.153.21
87
Credit Suisse11/01/20052.32.332.342.442.532.632.72.782.872.9433.063.123.173.22
88
Deutsche11/01/20052.312.332.352.452.5312.632.7352.8152.882.9453.013.073.1253.183.23
89
HBOS11/01/20052.312.332.342.442.532.632.72.782.862.932.993.053.113.163.21
90
HSBC11/01/20052.282.342.352.442.542.632.72.782.862.932.993.053.113.163.21
91
JPM11/01/20052.312.332.342.442.532.632.72.782.862.932.993.053.113.163.21
92
Lloyds11/01/20052.312.332.342.442.532.632.72.782.862.932.993.053.113.163.21
93
Nornichuck11/01/20052.32.322.332.452.532.632.72.772.872.932.983.053.113.163.22
94
Rabo11/01/20052.322.352.352.452.542.632.722.782.862.932.993.053.13.163.21
95
RBS11/01/20052.292.312.322.452.532.632.72.782.862.922.983.043.13.153.2
96
UBS11/01/20052.32.332.392.452.542.632.712.782.862.922.983.043.13.153.21
97
WestLB11/01/20052.32.322.342.442.532.632.72.782.862.922.983.053.13.153.2
98
FIX - USD12/01/20052.32.332.341252.452.542.642.712.792.872.93752.996253.063.118753.168753.22
99
BTMU12/01/20052.32.332.332.452.542.642.712.792.872.9433.063.123.173.22
100
Barclays12/01/20052.32.332.342.452.542.642.712.792.872.9433.063.123.183.23
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Sheet 1