| Month |
Curve |
| 5/07 |
1.000 |
| 7/07 |
0.385 |
| 8/07 |
0.177 |
| 9/07 |
0.105 |
|
| Month | Curve |
4/08 |
0.046 |
| 5/08 |
0.200 |
| 6/08 |
0.000 |
| 8/08 |
0.600 |
| 9/08 |
0.476 |
|
| Month | Curve |
4/09 |
0.143 |
| 5/09 |
0.095 |
| 6/09 |
0.161 |
| 7/09 |
0.134 |
| 8/09 |
0.318 |
| 9/09 |
0.229 |
| 10/09 |
0.125 |
|
| Month | Curve |
4/10 |
0.154 |
| 5/10 |
0.277 |
| 6/10 |
0.250 |
| 7/10 |
0.194 |
| 8/10 |
0.310 |
| 9/10 |
0.258 |
|
| Month | Curve |
4/12 |
0.333 |
| 5/12 |
0.371 |
| 6/12 |
0.213 |
| 7/12 |
0.242 |
| 8/12 |
0.087 |
| 9/12 |
0.382 |
| 10/12 |
0.115 |
|
| Month | Curve |
4/13 |
0.214 |
| 5/13 |
0.243 |
| 6/13 |
0.157 |
| 7/13 |
0.292 |
| 8/13 |
0.156 |
| 9/13 |
0.286 |
| 10/13 |
0.264 |
|
| Month | Curve |
3/14 |
0.000 |
| 4/14 |
0.091 |
| 5/14 |
0.477 |
| 6/14 |
0.161 |
| 7/14 |
0.186 |
| 8/14 |
0.222 |
| 9/14 |
0.096 |
| 10/14 |
0.409 |
|
| Month | Curve |
4/15 |
0.167 |
| 9/15 |
0.000 |
| 10/15 |
0.000 |
|
| Month | Curve |
4/16 |
0.279 |
| 5/16 |
0.300 |
| 6/16 |
0.235 |
| 7/16 |
0.400 |
| 8/16 |
0.452 |
| 9/16 |
0.600 |
| 10/16 |
0.167 |
