Data sourced from Ifess (Integrated Fasttime Equity System) has given the following swap rates Think of these swap rates as spot interest rates Swap maturity 30 June 2021 30 June 2022 1 year 1 75 2 15 2 year 1 95 2 50 3 year 2 25 3 05 4 year 3 15 3 65 5 year 3 25 3 70 Now using the data from the table for 30 June 2022 state the 1 year, 2 year, 3 and 4 year year spot rates that prevailed on that date What appears to have happen

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Question: Data sourced from Ifess (Integrated Fasttime Equity System) has given the following swap rates. Think of these swap rates as spot interest rates. Swap maturity

Data sourced from Ifess (Integrated Fasttime Equity System) has given the following swap rates. Think of these swap rates as spot interest rates.

Swap maturity	30 June 2021	30 June 2022
1 year	1.75	2.15
2 year	1.95	2.50
3 year	2.25	3.05
4 year	3.15	3.65
5 year	3.25	3.70

Now using the data from the table for 30 June 2022 state the 1-year, 2-year, 3-and 4-year year spot rates that prevailed on that date. What appears to have happen?

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