Interest Rate Swaps

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 5 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD5Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 10 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD10Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 3 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD3Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 5 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR5Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 30 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR30Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on Euros, 10 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100EUR10Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 1 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD1Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 4 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD4Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 2 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD2Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

10-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP10
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

10-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP10
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

10-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP10
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

ICE Swap Rates, 11:00 A.M. (London Time), Based on British Pound, 30 Year Tenor (DISCONTINUED) Daily, Not Seasonally Adjusted, ICERATES1100GBP30Y
Units Release Dates Observation Period Percent 2019-02-28 to 2021-12-29 2014-08-01 to 2021-12-29 Percent 2021-12-30 to 2021-12-30 2014-08-01 to 2021-12-30

ICE Swap Rates, 11:00 A.M. (London Time), Based on Euros, 20 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100EUR20Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 30 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD30Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 7 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD7Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 20 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD20Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 15 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR15Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 7 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR7Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 1 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR1Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

5-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP5
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

5-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP5
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

5-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP5
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 8 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD8Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on Euros, 2 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100EUR2Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 15 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD15Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

2-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP2
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

2-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP2
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

2-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP2
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 3 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR3Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

ICE Swap Rates, 11:00 A.M. (London Time), Based on British Pound, 5 Year Tenor (DISCONTINUED) Daily, Not Seasonally Adjusted, ICERATES1100GBP5Y
Units Release Dates Observation Period Percent 2019-02-28 to 2021-12-29 2014-08-01 to 2021-12-29 Percent 2021-12-30 to 2021-12-30 2014-08-01 to 2021-12-30

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 25 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR25Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20

7-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP7
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

7-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP7
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

7-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP7
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

ICE Swap Rates, 3:00 P.M. (London Time), Based on U.S. Dollar, 1 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1500USD1Y
Units Release Dates Observation Period Percent 2019-02-28 to 2022-01-20 2014-08-01 to 2022-01-20