VAL003b ABCDEF BBBBBB 2004-06-14T12:40:12-00:00

ABCDEF USD 2003-10-29 2004-06-05T10:18:30-00:00 USD-DEP-ON 1 D USD-DEP-TN 2 D USD-DEP-1M 1 M USD-DEP-3M 1 M USD-DEC03 USD-MAR04 USD-JUN04 USD-SEP04 USD-SWAP-2Y 2 Y USD-SWAP-3Y 3 Y USD-SWAP-4Y 4 Y USD-SWAP-5Y 5 Y USD-SWAP-7Y 7 Y USD-SWAP-10Y 10 Y USD-SWAP-15Y 15 Y 0.0111 MarketQuote Rate 0.012 MarketQuote Rate 0.013 MarketQuote Rate 0.014 MarketQuote Rate 9850 MarketQuote IRFuturesPrice 0.0001 ConvexityAdjustment Rate 9840 MarketQuote IRFuturesPrice 0.00012 ConvexityAdjustment Rate 9830 MarketQuote IRFuturesPrice 0.00014 ConvexityAdjustment Rate 9820 MarketQuote IRFuturesPrice 0.00016 ConvexityAdjustment Rate 0.02 MarketQuote Rate 0.021 MarketQuote Rate 0.022 MarketQuote Rate 0.023 MarketQuote Rate 0.024 MarketQuote Rate 0.025 MarketQuote Rate 0.026 MarketQuote Rate Annual 2003-10-30 0.0112 2003-10-31 0.0121 2003-11-30 0.0131 2004-01-31 0.0141 2004-03-18 0.0151 2004-06-15 0.0161 2004-09-15 0.0171 2004-12-16 0.0181 2005-10-31 0.0201 2006-10-30 0.0211 2007-10-31 0.0221 2008-10-31 0.0231 2010-10-31 0.0241 2013-10-31 0.0251 2018-10-31 0.0261 2003-10-30 0.999869757040574 2003-10-31 0.999934098718365 2003-11-30 0.998859615154173 2004-01-31 0.996400622534765 2004-03-18 0.994227178365835 2004-06-15 0.989986073915221 2004-09-15 0.985153364055606 2004-12-16 0.979859309181877 2005-10-31 0.960823172585937 2006-10-30 0.939172748187296 2007-10-31 0.916111677406541 2008-10-31 0.891868623277781 2010-10-31 0.846233270451626 2013-10-31 0.78017168119187 2018-10-31 0.679157882776367 product EOD Valuation 2004-05-01 BucketedInterestRateSensitivity Moderate