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Term to maturity 01/02/2008 01/02/2009 03/27/2020 02/01/2021 0.5 year 3.32 0.28 0.02 0.08 1 year 3.17 0.40 0.11 0.08 2 years 2.88 0.88 0.25 0.11

Term to maturity

01/02/2008

01/02/2009

03/27/2020

02/01/2021

0.5 year

3.32

0.28

0.02

0.08

1 year

3.17

0.40

0.11

0.08

2 years

2.88

0.88

0.25

0.11

3 years

2.89

1.14

0.30

0.17

5 years

3.28

1.72

0.41

0.42

7 years

3.54

2.07

0.60

0.76

10 years

3.91

2.46

0.72

1.09

20 years

4.39

3.22

1.09

1.66

30 years

4.35

2.83

1.29

1.84

For each date listed below, report the 1-year spot rate (0i1), the forward rate for year one to two (1r2), and the forward rate for year two to three (2r3).

01/02/2008

01/02/2009

03/27/2020

02/01/2021

0i1

3.17%

0.40%

1r2

2.59%

1.36%

2r3

2.91%

1.66%

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