Start Tradeweb File FileName = /marks/dswp/805amNY CreateTime = Wed Apr 29 12:05:13 2009 CreateDate = 04/29/2009 UserName = Tradeweb Market Data FirmName = Tradeweb AccountNumber = 00000000 Billable = yes Start Data TWID|ISIN|SEDOL|description|securitytype|ontherun|bidrate|askrate|midrate|bidspread|askspread|currency RU00012ML3MA|||IRS USD 1Y (AM) vs 3M LIBOR|IRSUSD|0|1.1100|1.1300|1.1200|0.000|0.000|USD RU00002YL3MS|||IRS USD 2Y vs 3M LIBOR|IRSUSD|0|1.4810|1.4960|1.4885|0.000|0.000|USD RU00003YL3MS|||IRS USD 3Y vs 3M LIBOR|IRSUSD|0|1.8950|1.9060|1.9005|0.000|0.000|USD RU00004YL3MS|||IRS USD 4Y vs 3M LIBOR|IRSUSD|0|2.2240|2.2390|2.2315|0.000|0.000|USD RU00005YL3MS|||IRS USD 5Y vs 3M LIBOR|IRSUSD|0|2.4790|2.4900|2.4845|0.000|0.000|USD RU00006YL3MS|||IRS USD 6Y vs 3M LIBOR|IRSUSD|0|2.6750|2.6860|2.6805|0.000|0.000|USD RU00009YL3MS|||IRS USD 9Y vs 3M LIBOR|IRSUSD|0|3.0320|3.0430|3.0375|0.000|0.000|USD RU00010YL3MS|||IRS USD 10Y vs 3M LIBOR|IRSUSD|0|3.1150|3.1260|3.1205|0.000|0.000|USD RU00012YL3MS|||IRS USD 12Y vs 3M LIBOR|IRSUSD|0|3.2640|3.2750|3.2695|0.000|0.000|USD RU00015YL3MS|||IRS USD 15Y vs 3M LIBOR|IRSUSD|0|3.4140|3.4240|3.4190|0.000|0.000|USD RU00012ML3MS|||IRS USD 1Y vs 3M LIBOR|IRSUSD|0|1.1190|1.1340|1.1265|0.000|0.000|USD RU00007YL3MS|||IRS USD 7Y vs 3M LIBOR|IRSUSD|0|2.8270|2.8380|2.8325|0.000|0.000|USD RU00008YL3MS|||IRS USD 8Y vs 3M LIBOR|IRSUSD|0|2.9410|2.9520|2.9465|0.000|0.000|USD RU00020YL3MS|||IRS USD 20Y vs 3M LIBOR|IRSUSD|0|3.4800|3.4900|3.4850|0.000|0.000|USD RU00030YL3MS|||IRS USD 30Y vs 3M LIBOR|IRSUSD|0|3.5160|3.5260|3.5210|0.000|0.000|USD RU00002YL3MA|||IRS USD 2Y (AM) vs 3M LIBOR|IRSUSD|0|1.4700|1.4900|1.4800|0.000|0.000|USD RU00003YL3MA|||IRS USD 3Y (AM) vs 3M LIBOR|IRSUSD|0|1.8800|1.9000|1.8900|0.000|0.000|USD RU00006YL3MA|||IRS USD 6Y (AM) vs 3M LIBOR|IRSUSD|0|2.6500|2.6700|2.6600|0.000|0.000|USD RU00007YL3MA|||IRS USD 7Y (AM) vs 3M LIBOR|IRSUSD|0|2.8000|2.8200|2.8100|0.000|0.000|USD RU00008YL3MA|||IRS USD 8Y (AM) vs 3M LIBOR|IRSUSD|0|2.9200|2.9300|2.9250|0.000|0.000|USD RU00009YL3MA|||IRS USD 9Y (AM) vs 3M LIBOR|IRSUSD|0|3.0100|3.0200|3.0150|0.000|0.000|USD RU00015YL3MA|||IRS USD 15Y (AM) vs 3M LIBOR|IRSUSD|0|3.3900|3.4100|3.4000|0.000|0.000|USD RU00020YL3MA|||IRS USD 20Y (AM) vs 3M LIBOR|IRSUSD|0|3.4600|3.4700|3.4650|0.000|0.000|USD RU00030YL3MA|||IRS USD 30Y (AM) vs 3M LIBOR|IRSUSD|0|3.4900|3.5100|3.5000|0.000|0.000|USD RU00025YL3MS|||IRS USD 25Y vs 3M LIBOR|IRSUSD|0|3.4900|3.5050|3.4975|0.000|0.000|USD RU00004YL3MA|||IRS USD 4Y (AM) vs 3M LIBOR|IRSUSD|0|2.2100|2.2300|2.2200|0.000|0.000|USD RU00005YL3MA|||IRS USD 5Y (AM) vs 3M LIBOR|IRSUSD|0|2.4600|2.4700|2.4650|0.000|0.000|USD RU00010YL3MA|||IRS USD 10Y (AM) vs 3M LIBOR|IRSUSD|0|3.1000|3.1100|3.1050|0.000|0.000|USD RU00012YL3MA|||IRS USD 12Y (AM) vs 3M LIBOR|IRSUSD|0|3.2400|3.2600|3.2500|0.000|0.000|USD RU00025YL3MA|||IRS USD 25Y (AM) vs 3M LIBOR|IRSUSD|0|3.4600|3.4800|3.4700|0.000|0.000|USD RU00040YL3MS|||IRS USD 40Y vs 3M LIBOR|IRSUSD|0|3.5340|3.5540|3.5440|0.000|0.000|USD RU00040YL3MA|||IRS USD 40Y (AM) vs 3M LIBOR|IRSUSD|0|3.5200|3.5400|3.5300|0.000|0.000|USD RUM0202YL3MA|||IRS USD 2Y(AM)-IMM SEP09 vs 3M|IRSUSD|2|1.7400|1.7600|1.7500|0.000|0.000|USD RUM0103YL3MA|||IRS USD 3Y(AM)-IMM JUN09 vs 3M|IRSUSD|1|1.9600|1.9800|1.9700|0.000|0.000|USD RUM0203YL3MA|||IRS USD 3Y(AM)-IMM SEP09 vs 3M|IRSUSD|2|2.1300|2.1500|2.1400|0.000|0.000|USD RUM0104YL3MA|||IRS USD 4Y(AM)-IMM JUN09 vs 3M|IRSUSD|1|2.2800|2.3000|2.2900|0.000|0.000|USD RUM0204YL3MA|||IRS USD 4Y(AM)-IMM SEP09 vs 3M|IRSUSD|2|2.4300|2.4500|2.4400|0.000|0.000|USD RUM0105YL3MA|||IRS USD 5Y(AM)-IMM JUN09 vs 3M|IRSUSD|1|2.5300|2.5500|2.5400|0.000|0.000|USD RUM0205YL3MA|||IRS USD 5Y(AM)-IMM SEP09 vs 3M|IRSUSD|2|2.6700|2.6900|2.6800|0.000|0.000|USD RU00002YL3MSTSY024|||IRS 2Y Bench Swap|IRSUSDBENCH|0||||+0.547|+0.563|USD RU00003YL3MSTSY036|||IRS 3Y Bench Swap|IRSUSDBENCH|0||||+0.540|+0.550|USD RU00005YL3MSTSY060|||IRS 5Y Bench Swap|IRSUSDBENCH|0||||+0.520|+0.530|USD RU00007YL3MSTSY084|||IRS 7Y Bench Swap|IRSUSDBENCH|0||||+0.265|+0.275|USD RU00010YL3MSTSY120|||IRS 10Y Bench Swap|IRSUSDBENCH|0||||+0.105|+0.115|USD RU00012YL3MSTSY120|||IRS 12Y Bench Swap|IRSUSDBENCH|0||||+0.250|+0.270|USD RU00030YL3MSTSY360|||IRS 30Y Bench Swap|IRSUSDBENCH|0||||-0.445|-0.435|USD RU00040YL3MSTSY360|||IRS 40Y Bench Swap|IRSUSDBENCH|0||||-0.420|-0.410|USD T036RU00004YL3MST060|||IRS 4Y Off Bench USD Swap|IRSUSDOFFBENCH|0||||+0.573|+0.583|USD T060RU00006YL3MST084|||IRS 6Y Off Bench USD Swap|IRSUSDOFFBENCH|0||||+0.430|+0.440|USD T084RU00008YL3MST120|||IRS 8Y Off Bench USD Swap|IRSUSDOFFBENCH|0||||+0.230|+0.240|USD T084RU00009YL3MST120|||IRS 9Y Off Bench USD Swap|IRSUSDOFFBENCH|0||||+0.172|+0.183|USD T120RU00015YL3MST360|||IRS 15Y Off Bench USD Swap|IRSUSDOFFBENCH|0||||+0.165|+0.180|USD T120RU00020YL3MST360|||IRS 20Y Off Bench USD Swap|IRSUSDOFFBENCH|0||||-0.007|+0.007|USD T120RU00025YL3MST360|||IRS 25Y Off Bench USD Swap|IRSUSDOFFBENCH|0||||-0.230|-0.215|USD End Data Start Service Notices End Service Notices Start File Statistics FieldCount = 12 DataLineCount = 54 End File Statistics End Tradeweb File Copyright © 2003-2009 Tradeweb Markets LLC. All rights reserved.