Credit Market Data

Rate Watch Prime 5.00 5y Treas 3.05 10y Treas 3.79 30y Treas 4.41

Swap Spreads 5y 97.8 10y 70.3

Libor Rates 1m 2.47 3m 2.81 6m 3.17

Last update: August 27, 2008