###### US Dollar 3 Month LIBOR vs Fed Funds Basis Swap - old notation: #########
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/2Y 0.00248
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/3Y 0.00259
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/4Y 0.00267
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/5Y 0.00272
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/6Y 0.00274
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/7Y 0.00275
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/8Y 0.00275
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/9Y 0.00276
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/10Y 0.00277
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/12Y 0.00278
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/15Y 0.00279
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/20Y 0.0028
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/25Y 0.0028
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/30Y 0.00281
###### US Dollar 3 Month LIBOR vs Fed Funds Basis Swap - with optional identifier: #########
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/2Y 0.00248
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/3Y 0.00259
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/4Y 0.00267
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/5Y 0.00272
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/6Y 0.00274
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/7Y 0.00275
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/8Y 0.00275
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/9Y 0.00276
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/10Y 0.00277
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/12Y 0.00278
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/15Y 0.00279
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/20Y 0.0028
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/25Y 0.0028
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_FEDFUNDS/30Y 0.00281
###### US Dollar Prime Rate vs 3 Month LIBOR Basis Swap - with optional identifier: #########
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/2Y -0.028338
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/3Y -0.027825
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/4Y -0.027603
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/5Y -0.027288
20160205 BASIS_SWAP/BASIS_SPREAD/3M/1D/USD/LIBOR_PRIME/7Y -0.027238
#######
20160205 MM/RATE/USD/0D/1D 0.00448
20160205 MM/RATE/USD/2D/1M 0.007411
20160205 MM/RATE/USD/2D/1W 0.005809
20160205 MM/RATE/USD/2D/2M 0.009422
20160205 MM/RATE/USD/2D/3M 0.007961
20160205 FRA/RATE/USD/3M/3M 0.008132
20160205 FRA/RATE/USD/6M/3M 0.00858
20160205 FRA/RATE/USD/9M/3M 0.009141
20160205 FRA/RATE/USD/1Y/3M 0.009594
20160205 IR_SWAP/RATE/USD/2D/3M/2Y 0.009268
20160205 IR_SWAP/RATE/USD/2D/3M/3Y 0.010244
20160205 IR_SWAP/RATE/USD/2D/3M/4Y 0.011307
20160205 IR_SWAP/RATE/USD/2D/3M/5Y 0.012404
20160205 IR_SWAP/RATE/USD/2D/3M/6Y 0.013502
20160205 IR_SWAP/RATE/USD/2D/3M/7Y 0.014357
20160205 IR_SWAP/RATE/USD/2D/3M/8Y 0.015181
20160205 IR_SWAP/RATE/USD/2D/3M/9Y 0.016063
20160205 IR_SWAP/RATE/USD/2D/3M/10Y 0.016805
20160205 IR_SWAP/RATE/USD/2D/3M/12Y 0.018038
20160205 IR_SWAP/RATE/USD/2D/3M/15Y 0.019323
20160205 IR_SWAP/RATE/USD/2D/3M/20Y 0.020666
20160205 IR_SWAP/RATE/USD/2D/3M/25Y 0.021296
20160205 IR_SWAP/RATE/USD/2D/3M/30Y 0.021745
20160205 IR_SWAP/RATE/USD/2D/1D/1M 0.004458
20160205 IR_SWAP/RATE/USD/2D/1D/3M 0.004851
20160205 IR_SWAP/RATE/USD/2D/1D/6M 0.005237
20160205 IR_SWAP/RATE/USD/2D/1D/9M 0.005471
20160205 IR_SWAP/RATE/USD/2D/1D/1Y 0.005614
20160205 IR_SWAP/RATE/USD/2D/1D/1Y3M 0.005857
20160205 IR_SWAP/RATE/USD/2D/1D/1Y6M 0.006054
20160205 IR_SWAP/RATE/USD/2D/1D/1Y9M 0.006097