Professional Documents
Culture Documents
Interpolated Rates
Extrapolated Rates
Forward Rate
3 month rate 3 months forward 2.36053503803
3 month rate 6 months forward 2.62116716123
3 month rate 9 months forward 2.85468615649
Forward Rate
3 month rate 3 months forward 2.34466470568
3 month rate 6 months forward 2.62492623259
3 month rate 9 months forward 3.08796213166
Forward Rate
3 month rate 3 months forward 2.37367691727
3 month rate 6 months forward 2.62992438487
3 month rate 9 months forward 3.03086184648
2.48150%
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Mar-06 Jun-06 Sep-06 Dec-06 Mar-07
96.525 96.34 96.19 96.03 95.905
3.475 3.66 3.81 3.97 4.095