Calendar Days	ID x fixed rate
	252(2)(4)	360(1)
1	14.15	0.00
5	14.16	12.02
6	14.16	13.44
8	14.16	12.55
14	14.29	13.05
20	14.34	13.25
21	14.35	13.62
22	14.36	13.96
28	14.38	13.91
32	14.39	13.43
35	14.40	14.08
36	14.40	14.28
39	14.40	13.67
50	14.45	14.45
53	14.45	13.99
55	14.46	14.26
57	14.46	14.11
60	14.46	13.73
64	14.47	14.20
67	14.48	13.85
68	14.48	13.96
82	14.51	14.13
83	14.51	14.21
90	14.52	14.27
97	14.53	14.32
98	14.53	14.39
99	14.53	14.46
111	14.55	14.41
113	14.55	14.53
120	14.56	14.56
126	14.56	14.53
127	14.56	14.58
130	14.57	14.39
141	14.57	14.62
144	14.57	14.45
146	14.57	14.54
147	14.57	14.59
148	14.57	14.63
151	14.57	14.47
159	14.58	14.54
160	14.58	14.58
174	14.58	14.60
175	14.58	14.64
180	14.58	14.58
189	14.58	14.66
190	14.58	14.70
193	14.58	14.57
202	14.58	14.64
207	14.58	14.59
209	14.57	14.65
211	14.57	14.61
218	14.57	14.61
221	14.57	14.50
235	14.57	14.52
237	14.57	14.58
238	14.57	14.61
239	14.57	14.64
242	14.57	14.53
249	14.57	14.45
250	14.57	14.48
253	14.57	14.47
265	14.56	14.43
266	14.56	14.46
270	14.56	14.39
281	14.54	14.49
284	14.54	14.40
300	14.52	14.30
308	14.51	14.32
309	14.51	14.34
312	14.50	14.26
326	14.48	14.26
328	14.48	14.30
330	14.47	14.34
333	14.47	14.26
341	14.46	14.28
342	14.45	14.30
356	14.42	14.22
357	14.41	14.23
361	14.41	14.18
384	14.35	14.08
386	14.34	14.11
390	14.34	14.06
392	14.33	14.08
419	14.27	14.00
420	14.27	14.01
431	14.25	13.96
433	14.25	13.99
452	14.19	13.93
475	14.12	13.91
480	14.11	13.88
509	14.03	13.81
510	14.03	13.82
525	14.00	13.81
538	13.97	13.74
540	13.96	13.76
571	13.89	13.64
600	13.83	13.59
601	13.83	13.60
603	13.83	13.61
620	13.80	13.50
630	13.78	13.51
631	13.78	13.52
662	13.74	13.41
664	13.73	13.43
690	13.70	13.40
707	13.68	13.38
720	13.66	13.37
750	13.62	13.34
753	13.62	13.31
781	13.58	13.27
798	13.56	13.29
810	13.55	13.27
840	13.53	13.29
844	13.53	13.27
872	13.51	13.24
890	13.50	13.27
900	13.50	13.25
930	13.48	13.22
936	13.48	13.19
960	13.46	13.21
984	13.45	13.19
991	13.45	13.19
1020	13.45	13.21
1027	13.45	13.21
1050	13.45	13.20
1075	13.45	13.19
1082	13.45	13.20
1110	13.46	13.17
1117	13.46	13.17
1140	13.47	13.20
1166	13.48	13.20
1170	13.48	13.22
1201	13.50	13.23
1209	13.51	13.25
1257	13.53	13.27
1302	13.54	13.27
1349	13.56	13.25
1393	13.58	13.26
1439	13.60	13.28
1440	13.60	13.28
1482	13.62	13.31
1530	13.65	13.33
1560	13.66	13.37
1574	13.67	13.38
1621	13.70	13.40
1667	13.72	13.42
1714	13.74	13.42
1758	13.76	13.46
1800	13.78	13.47
1803	13.78	13.45
1847	13.80	13.47
1894	13.82	13.49
1939	13.84	13.53
2034	13.87	13.57
2079	13.89	13.58
2125	13.90	13.59
2160	13.91	13.59
2212	13.92	13.60
2304	13.94	13.64
2398	13.97	13.68
2444	13.98	13.68
2489	13.98	13.67
2520	13.99	13.69
2580	14.00	13.69
2671	14.01	13.71
2763	14.02	13.72
2811	14.02	13.73
2854	14.03	13.74
2881	14.03	13.73
2944	14.03	13.73
3035	14.03	13.74
3128	14.03	13.74
3175	14.03	13.74
3219	14.03	13.76
3240	14.03	13.75
3308	14.04	13.74
3400	14.04	13.76
3493	14.05	13.76
3540	14.05	13.75
3584	14.05	13.75
3602	14.05	13.75
3673	14.05	13.75
3765	14.05	13.76
3858	14.05	13.75
3905	14.05	13.74
3949	14.05	13.75
3961	14.05	13.73
4039	14.04	13.73
4131	14.03	13.73
4225	14.02	13.73
4271	14.02	13.72
4318	14.01	13.70
4320	14.01	13.71
4404	13.99	13.68
4498	13.96	13.66
4589	13.94	13.64
4638	13.93	13.62
4680	13.92	13.62
4771	13.91	13.60
4862	13.89	13.59
4954	13.88	13.58
5002	13.88	13.57
5040	13.87	13.58
5045	13.87	13.58
5135	13.86	13.56
5226	13.86	13.56
5319	13.85	13.55
5366	13.85	13.55
5401	13.84	13.55
5410	13.84	13.55
5500	13.84	13.54
5580	13.83	13.55
5592	13.83	13.54
5685	13.83	13.53
5776	13.82	13.53
5865	13.82	13.52
5957	13.81	13.52
6052	13.80	13.51
6145	13.80	13.50
6230	13.79	13.50
6322	13.79	13.50
6416	13.78	13.50
6507	13.78	13.49
6595	13.78	13.49
6689	13.77	13.48
6780	13.77	13.48
6871	13.76	13.47
6962	13.76	13.46
7053	13.76	13.46
7146	13.75	13.46
7200	13.75	13.46
7237	13.75	13.46
7326	13.75	13.45
7418	13.74	13.45
7602	13.74	13.44
7783	13.73	13.44
7967	13.72	13.43
8148	13.72	13.42
8336	13.71	13.41
8516	13.71	13.41
8698	13.70	13.40
8880	13.70	13.40
9000	13.69	13.39
9063	13.69	13.40
9244	13.69	13.39
10800	13.66	13.36
10980	13.65	13.36
12898	13.62	13.33

(1) Compound rate for a 360-day year.
(2) Compound rate for a 252-day year.
(3) Linear rate for a 360-day year.
(4) Rate used in the calculation of the credit risk of swaps, as determined by Central Bank Resolution 2399/'97 and Circular 2771/'97.
(5) The corresponding values are obtained based on estimates, and not on arbitrage.
(6) ID x USD spread futures - This curve is generated by interpolation of the ID x USD futures settlement prices.
(7) ID futures - This curve is generated by interpolation of the ID futures settlement prices.