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The 22 July Overnight Interest Swap rates are: Maturity Rate Compounding frequency 1 week 0.37126% Weekly 1 month 0.25034% Monthly 3 months 0.22830% Quarterly 6

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The 22 July Overnight Interest Swap rates are: Maturity Rate Compounding frequency 1 week 0.37126% Weekly 1 month 0.25034% Monthly 3 months 0.22830% Quarterly 6 months 0.22249% Semi-annually 1 year 0.22000% Annually 2 years 0.22000% Quarterly 3 years 0.26000% Quarterly 5 years 0.37000% Quarterly 10 years 0.72000% Quarterly The contracts out to one year only make a single payment. 2 year and longer maturities make quarterly payments. (e) Convert all your discount factors to continuous compounded spot rates

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