Instrument,"Interest rate"

,Maturity,"1-year"
,Frequency,"Annual"
,Description,"Rate paid by fixed-rate payer on an interest rate swap with maturity of one year."
,Note,"International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return
Quarterly
(Seasonally adjusted annu

Description,"Rat
e paid by fixed-
rate payer on an
interest rate swap
with maturity of
one year."

2000 4.73 2000, 6.73 24.1014799 6

2000q4
2001 5.87 2001, 3.87 -62.350937 5
2001q4
2002 2.21 2002, 2.21 -38.4615385 2002q4
4
2003 1.36 2003, 1.36 56.6176471 2003q4
3
2004 2.13 2004, 2.13 89.6713615 2004q4
2
2005 4.04 2005, 4.04 31.9306931 % 2005q4
2006 5.33 2006, 5.33 -4.50281426 1
2006q4
2007 5.09 2007, 5.09 -45.9724951 2007q4
0
2008 2.75 2008, 2.75 -67.2727273 2000 2001
2008q4 2002 2003
-1
2009 0.9 2009, 0.90 2009q4
-2
2010* 0.54 2010q1
-3
FUENTE: ELABORACIÓN P
Y BEA
for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital p
Quarterly
(Seasonally adjusted annual rates)
VARIACIÓN VARIACIÓN

GDP in
billions of
current
dollars GDP
PIB vs i
7
6 5.434183 2.90712982
5 2.40182432 0.40231153 GDP
3.79635789 1.92177573 Instrument,"Interest rate"
4
6.03330578 3.82798221
3
6.38023913 3.0516159
2
6.34587358 2.72676728
1 5.38805785 2.44730835
0 5.33666385 2.53049224
2000 2001 0.06556051
2002 2003-1.86167035
2004 2005 2006 2007 2008 2009 2010*
1
0.74229994 0.0578303
2
2.98631683 2.4974082
3
ENTE: ELABORACIÓN PROPIA CON DATOS DE LA FED
EA
rn time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limi
of ISDA. Source: Reuters Limited."
 Current-Dollar and "Real" Gross Domestic Product 5/27/10

Annual Quarterly
(Seasonally adjusted annual rates)

GDP in GDP in
GDP in billions of GDP in billions of
billions of chained billions of chained
current 2005 current 2005
dollars dollars dollars dollars

1929 103.6 977.0 1947q1 237.2 1,772.2

1930 91.2 892.8 1947q2 240.4 1,769.5
1931 76.5 834.9 1947q3 244.5 1,768.0
1932 58.7 725.8 1947q4 254.3 1,794.8
1933 56.4 716.4 1948q1 260.3 1,823.4
1934 66.0 794.4 1948q2 267.3 1,856.9
1935 73.3 865.0 1948q3 273.8 1,866.9
1936 83.8 977.9 1948q4 275.1 1,869.8
1937 91.9 1,028.0 1949q1 269.9 1,843.8
1938 86.1 992.6 1949q2 266.2 1,837.1
1939 92.2 1,072.8 1949q3 267.6 1,857.7
1940 101.4 1,166.9 1949q4 265.2 1,840.3
1941 126.7 1,366.1 1950q1 275.2 1,914.6
1942 161.9 1,618.2 1950q2 284.5 1,972.9
1943 198.6 1,883.1 1950q3 301.9 2,050.1
1944 219.8 2,035.2 1950q4 313.3 2,086.2
1945 223.0 2,012.4 1951q1 329.0 2,112.5
1946 222.2 1,792.2 1951q2 336.6 2,147.6
1947 244.1 1,776.1 1951q3 343.5 2,190.4
1948 269.1 1,854.2 1951q4 347.9 2,194.1
1949 267.2 1,844.7 1952q1 351.2 2,216.2
1950 293.7 2,006.0 1952q2 352.1 2,218.6
1951 339.3 2,161.1 1952q3 358.5 2,233.5
1952 358.3 2,243.9 1952q4 371.4 2,307.2
1953 379.3 2,347.2 1953q1 378.4 2,350.4
1954 380.4 2,332.4 1953q2 382.0 2,368.2
1955 414.7 2,500.3 1953q3 381.1 2,353.8
1956 437.4 2,549.7 1953q4 375.9 2,316.5
1957 461.1 2,601.1 1954q1 375.2 2,305.5
1958 467.2 2,577.6 1954q2 376.0 2,308.4
1959 506.6 2,762.5 1954q3 380.8 2,334.4
1960 526.4 2,830.9 1954q4 389.4 2,381.2
1961 544.8 2,896.9 1955q1 402.6 2,449.7
1962 585.7 3,072.4 1955q2 410.9 2,490.3
1963 617.8 3,206.7 1955q3 419.4 2,523.5
1964 663.6 3,392.3 1955q4 426.0 2,537.6
1965 719.1 3,610.1 1956q1 428.3 2,526.1
1966 787.7 3,845.3 1956q2 434.2 2,545.9
1967 832.4 3,942.5 1956q3 439.2 2,542.7
1968 909.8 4,133.4 1956q4 448.1 2,584.3
1969 984.4 4,261.8 1957q1 457.2 2,600.2
1970 1,038.3 4,269.9 1957q2 459.2 2,593.9
1971 1,126.8 4,413.3 1957q3 466.4 2,618.9
1972 1,237.9 4,647.7 1957q4 461.5 2,591.3
1973 1,382.3 4,917.0 1958q1 453.9 2,521.2
1974 1,499.5 4,889.9 1958q2 458.0 2,536.6
1975 1,637.7 4,879.5 1958q3 471.7 2,596.1
1976 1,824.6 5,141.3 1958q4 485.0 2,656.6
1977 2,030.1 5,377.7 1959q1 495.5 2,710.3
1978 2,293.8 5,677.6 1959q2 508.5 2,778.8
1979 2,562.2 5,855.0 1959q3 509.3 2,775.5
1980 2,788.1 5,839.0 1959q4 513.2 2,785.2
1981 3,126.8 5,987.2 1960q1 527.0 2,847.7
1982 3,253.2 5,870.9 1960q2 526.2 2,834.4
1983 3,534.6 6,136.2 1960q3 529.0 2,839.0
1984 3,930.9 6,577.1 1960q4 523.7 2,802.6
1985 4,217.5 6,849.3 1961q1 528.0 2,819.3
1986 4,460.1 7,086.5 1961q2 539.0 2,872.0
1987 4,736.4 7,313.3 1961q3 549.5 2,918.4
1988 5,100.4 7,613.9 1961q4 562.6 2,977.8
1989 5,482.1 7,885.9 1962q1 576.1 3,031.2
1990 5,800.5 8,033.9 1962q2 583.2 3,064.7
1991 5,992.1 8,015.1 1962q3 590.0 3,093.0
1992 6,342.3 8,287.1 1962q4 593.3 3,100.6
1993 6,667.4 8,523.4 1963q1 602.5 3,141.1
1994 7,085.2 8,870.7 1963q2 611.2 3,180.4
1995 7,414.7 9,093.7 1963q3 623.9 3,240.3
1996 7,838.5 9,433.9 1963q4 633.5 3,265.0
1997 8,332.4 9,854.3 1964q1 649.6 3,338.2
1998 8,793.5 10,283.5 1964q2 658.9 3,376.6
1999 9,353.5 10,779.8 1964q3 670.5 3,422.5
2000 9,951.5 11,226.0 1964q4 675.6 3,432.0
2001 10,286.2 11,347.2 1965q1 695.7 3,516.3 2001
2002 10,642.3 11,553.0 1965q2 708.1 3,564.0 2002
2003 11,142.1 11,840.7 1965q3 725.2 3,636.3 2003
2004 11,867.8 12,263.8 1965q4 747.5 3,724.0 2004
2005 12,638.4 12,638.4 1966q1 770.8 3,815.4 2005
2006 13,398.9 12,976.2 1966q2 779.9 3,828.1 2006
2007 14,077.6 13,254.1 1966q3 793.1 3,853.3 2007
2008 14,441.4 13,312.2 1966q4 806.9 3,884.5 2008
2009 14,256.3 12,987.4 1967q1 817.8 3,918.7 2009
1967q2 822.3 3,919.6
1967q3 837.0 3,950.8
1967q4 852.7 3,981.0
1968q1 879.8 4,063.0
1968q2 904.1 4,132.0
1968q3 919.3 4,160.3
1968q4 936.2 4,178.3
1969q1 960.9 4,244.1
1969q2 976.1 4,256.5
1969q3 996.3 4,283.4
1969q4 1,004.5 4,263.3
1970q1 1,017.1 4,256.6
1970q2 1,033.1 4,264.3
1970q3 1,050.5 4,302.3
1970q4 1,052.7 4,256.6
1971q1 1,098.1 4,374.0
1971q2 1,118.8 4,398.8
1971q3 1,139.1 4,433.9
1971q4 1,151.4 4,446.3
1972q1 1,190.1 4,525.8
1972q2 1,225.6 4,633.1
1972q3 1,249.3 4,677.5
1972q4 1,286.6 4,754.5
1973q1 1,335.1 4,876.2
1973q2 1,371.5 4,932.6
1973q3 1,390.7 4,906.3
1973q4 1,431.8 4,953.1
1974q1 1,446.5 4,909.6
1974q2 1,484.8 4,922.2
1974q3 1,513.7 4,873.5
1974q4 1,552.8 4,854.3
1975q1 1,569.4 4,795.3
1975q2 1,605.0 4,831.9
1975q3 1,662.4 4,913.3
1975q4 1,713.9 4,977.5
1976q1 1,771.9 5,090.7
1976q2 1,804.2 5,128.9
1976q3 1,837.7 5,154.1
1976q4 1,884.5 5,191.5
1977q1 1,938.5 5,251.8
1977q2 2,005.2 5,356.1
1977q3 2,066.0 5,451.9
1977q4 2,110.8 5,450.8
1978q1 2,149.1 5,469.4
1978q2 2,274.7 5,684.6
1978q3 2,335.2 5,740.3
1978q4 2,416.0 5,816.2
1979q1 2,463.3 5,825.9
1979q2 2,526.4 5,831.4
1979q3 2,599.7 5,873.3
1979q4 2,659.4 5,889.5
1980q1 2,724.1 5,908.5
1980q2 2,728.0 5,787.4
1980q3 2,785.2 5,776.6
1980q4 2,915.3 5,883.5
1981q1 3,051.4 6,005.7
1981q2 3,084.3 5,957.8
1981q3 3,177.0 6,030.2
1981q4 3,194.7 5,955.1
1982q1 3,184.9 5,857.3
1982q2 3,240.9 5,889.1
1982q3 3,274.4 5,866.4
1982q4 3,312.5 5,871.0
1983q1 3,381.0 5,944.0
1983q2 3,482.2 6,077.6
1983q3 3,587.1 6,197.5
1983q4 3,688.1 6,325.6
1984q1 3,807.4 6,448.3
1984q2 3,906.3 6,559.6
1984q3 3,976.0 6,623.3
1984q4 4,034.0 6,677.3
1985q1 4,117.2 6,740.3
1985q2 4,175.7 6,797.3
1985q3 4,258.3 6,903.5
1985q4 4,318.7 6,955.9
1986q1 4,382.4 7,022.8
1986q2 4,423.2 7,051.0
1986q3 4,491.3 7,119.0
1986q4 4,543.3 7,153.4
1987q1 4,611.1 7,193.0
1987q2 4,686.7 7,269.5
1987q3 4,764.5 7,332.6
1987q4 4,883.1 7,458.0
1988q1 4,948.6 7,496.6
1988q2 5,059.3 7,592.9
1988q3 5,142.8 7,632.1
1988q4 5,251.0 7,734.0
1989q1 5,360.3 7,806.6
1989q2 5,453.6 7,865.0
1989q3 5,532.9 7,927.4
1989q4 5,581.7 7,944.7
1990q1 5,708.1 8,027.7
1990q2 5,797.4 8,059.6
1990q3 5,850.6 8,059.5
1990q4 5,846.0 7,988.9
1991q1 5,880.2 7,950.2
1991q2 5,962.0 8,003.8
1991q3 6,033.7 8,037.5
1991q4 6,092.5 8,069.0
1992q1 6,190.7 8,157.6
1992q2 6,295.2 8,244.3
1992q3 6,389.7 8,329.4
1992q4 6,493.6 8,417.0
1993q1 6,544.5 8,432.5
1993q2 6,622.7 8,486.4
1993q3 6,688.3 8,531.1
1993q4 6,813.8 8,643.8
1994q1 6,916.3 8,727.9
1994q2 7,044.3 8,847.3
1994q3 7,131.8 8,904.3
1994q4 7,248.2 9,003.2
1995q1 7,307.7 9,025.3
1995q2 7,355.8 9,044.7
1995q3 7,452.5 9,120.7
1995q4 7,542.5 9,184.3
1996q1 7,638.2 9,247.2
1996q2 7,800.0 9,407.1
1996q3 7,892.7 9,488.9
1996q4 8,023.0 9,592.5
1997q1 8,137.0 9,666.2
1997q2 8,276.8 9,809.6
1997q3 8,409.9 9,932.7
1997q4 8,505.7 10,008.9
1998q1 8,600.6 10,103.4
1998q2 8,698.6 10,194.3
1998q3 8,847.2 10,328.8
1998q4 9,027.5 10,507.6
1999q1 9,148.6 10,601.2
1999q2 9,252.6 10,684.0
1999q3 9,405.1 10,819.9
1999q4 9,607.7 11,014.3
2000q1 9,709.5 11,043.0
2000q2 9,949.1 11,258.5
2000q3 10,017.5 11,267.9
2000q4 10,129.8 11,334.5
2001q1 10,165.1 11,297.2
2001q2 10,301.3 11,371.3
2001q3 10,305.2 11,340.1 2000q4 5.434183
2001q4 10,373.1 11,380.1 2001q4 2.4018243
2002q1 10,498.7 11,477.9 2002q4 3.7963579
2002q2 10,601.9 11,538.8 2003q4 6.0333058
2002q3 10,701.7 11,596.4 2004q4 6.3802391
2002q4 10,766.9 11,598.8 2005q4 6.3458736
2003q1 10,888.4 11,645.8 2006q4 5.3880579
2003q2 11,008.1 11,738.7 2007q4 5.3366639
2003q3 11,255.7 11,935.5 2008q4 0.0655605
2003q4 11,416.5 12,042.8 2009q4 0.7422999
2004q1 11,597.2 12,127.6 2010q1 2.9863168
2004q2 11,778.4 12,213.8
2004q3 11,950.5 12,303.5
2004q4 12,144.9 12,410.3
2005q1 12,379.5 12,534.1
2005q2 12,516.8 12,587.5
2005q3 12,741.6 12,683.2
2005q4 12,915.6 12,748.7
2006q1 13,183.5 12,915.9
2006q2 13,347.8 12,962.5
2006q3 13,452.9 12,965.9
2006q4 13,611.5 13,060.7
2007q1 13,795.6 13,099.9
2007q2 13,997.2 13,204.0
2007q3 14,179.9 13,321.1
2007q4 14,337.9 13,391.2
2008q1 14,373.9 13,366.9
2008q2 14,497.8 13,415.3
2008q3 14,546.7 13,324.6
2008q4 14,347.3 13,141.9
2009q1 14,178.0 12,925.4
2009q2 14,151.2 12,901.5
2009q3 14,242.1 12,973.0
2009q4 14,453.8 13,149.5
2010q1 14,601.4 13,248.2
 http://www.bea.gov/national/index.htm#gdp

7
6
Column I Column J ,Note,"International Swaps
5 and Derivatives Association
(ISDA®) mid-market par
4 swap rates. Rates are for a
Fixed Rate Payer in return
3 for receiving three month
LIBOR, and are based on
2 rates collected at 11:00 a.m.
Eastern time by Garban
1 Intercapital plc and
published on Reuters Page
0 ISDAFIX®1. ISDAFIX is a
4 4 4 4 registered service mark of
-1
0 0q 03q 06q 09q ISDA. Source: Reuters
20 2 0 20 20 Limited."
-2
-3
 7
6
5
4
3
Column J
2
Column K
1
0
1 2 3 4 5 6 7 8 9
3.3633121 -1
1.0796366
3.4619199 1.8136633
-2
4.6963532 2.4902623
-3
6.5131349 3.5732685
6.4932001 3.0545182
6.0173756 2.6728067
5.0653412 2.1416131
2.5842473 0.4383549
-1.281732 -2.439867
2.9071298
0.4023115
1.9217757
3.8279822
3.0516159
2.7267673
2.4473084
2.5304922
-1.86167
0.0578303
2.4974082
ote,"International Swaps
Derivatives Association
A®) mid-market par
p rates. Rates are for a
d Rate Payer in return
receiving three month
OR, and are based on
s collected at 11:00 a.m.
ern time by Garban
rcapital plc and
lished on Reuters Page
AFIX®1. ISDAFIX is a
stered service mark of
A. Source: Reuters
ted."
,Instrument,"Interest rate swaps"
,Maturity,"1-year"
,Frequency,"Monthly"
,Description,"Rate paid by fixed-rate payer on an interest rate swap with maturity of one year."
,Note,"International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for
DATE , SWAPSY1
07/2000, 7.05
08/2000, 6.95
09/2000, 6.8
10/2000, 6.7
11/2000, 6.65
12/2000, 6.18 6.72166667
01/2001, 5.38
02/2001, 5.14
03/2001, 4.77
04/2001, 4.51
05/2001, 4.29
06/2001, 4.06
07/2001, 3.99
08/2001, 3.73
09/2001, 3.05
10/2001, 2.52
11/2001, 2.4
12/2001, 2.44 3.86
01/2002, 2.37
02/2002, 2.45
03/2002, 2.88
04/2002, 2.8
05/2002, 2.66
06/2002, 2.45
07/2002, 2.14
08/2002, 1.9
09/2002, 1.86
10/2002, 1.81
11/2002, 1.64
12/2002, 1.57
01/2003, 1.48
02/2003, 1.4
03/2003, 1.32
04/2003, 1.36
05/2003, 1.26
06/2003, 1.09
07/2003, 1.21
08/2003, 1.42
09/2003, 1.34
10/2003, 1.42
11/2003, 1.52
12/2003, 1.5
01/2004, 1.42
02/2004, 1.41
03/2004, 1.33
04/2004, 1.63
05/2004, 2.03
06/2004, 2.36
07/2004, 2.34
08/2004, 2.28
09/2004, 2.38
10/2004, 2.48
11/2004, 2.82
12/2004, 3.02
01/2005, 3.22
02/2005, 3.39
03/2005, 3.7
04/2005, 3.74
05/2005, 3.76
06/2005, 3.82
07/2005, 4.08
08/2005, 4.27
09/2005, 4.23
10/2005, 4.58
11/2005, 4.79
12/2005, 4.84
01/2006, 4.85
02/2006, 5.08
03/2006, 5.19
04/2006, 5.33
05/2006, 5.4
06/2006, 5.6
07/2006, 5.66
08/2006, 5.49
09/2006, 5.38
10/2006, 5.37
11/2006, 5.3
12/2006, 5.25
01/2007, 5.38
02/2007, 5.38
03/2007, 5.22
04/2007, 5.3
05/2007, 5.36
06/2007, 5.46
07/2007, 5.4
08/2007, 5.09
09/2007, 4.91
10/2007, 4.79
11/2007, 4.42
12/2007, 4.29
01/2008, 3.33
02/2008, 2.69
03/2008, 2.41
04/2008, 2.71
05/2008, 2.88
06/2008, 3.22
07/2008, 3.09
08/2008, 3.03
09/2008, 3.03
10/2008, 2.86
11/2008, 2.11
12/2008, 1.62
01/2009, 1.15
02/2009, 1.33
03/2009, 1.36
04/2009, 1.19
05/2009, 0.94
06/2009, 0.95
07/2009, 0.78
08/2009, 0.77
09/2009, 0.61
10/2009, 0.62
11/2009, 0.5
12/2009, 0.57
01/2010, 0.53
02/2010, 0.51
03/2010, 0.53
04/2010, 0.59 0.54
05/2010, 0.78
for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc a
http://www.federalreserve.gov/releases/H15/data.htm
http://www.federalreserve.gov/releases/H15/data/Monthly/H15_SWAPS_Y1.txt
rn time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited."
of ISDA. Source: Reuters Limited."