[R-SIG-Finance] Yield Curve

[Joe W. Byers]

This may be outside this discussion group but you finance junkies might 
like this.

The term structure Rate curve is really interesting lately.  The one year 
libor swap and one year money market differ by about 70 basis points.  
The data is below.  I am searching for a reason for this difference. 
The forward rates derived from this curve take a big dip one year out.  

1 WEEK	0.351%
1 MONTH	0.445%
2 MONTH	0.949%
3 MONTH	1.234%
4 MONTH	1.460%
5 MONTH	1.600%
6 MONTH	1.776%
7 MONTH	1.827%
8 MONTH	1.881%
9 MONTH	1.935%
10 MONTH	1.981%
11 MONTH	2.033%
12 MONTH	2.084%
USD IR Swap 1Y	1.316%
USD IR Swap 2Y	1.600%
USD IR Swap 3Y	1.955%
USD IR Swap 4Y	2.244%
USD IR Swap 5Y	2.457%
USD IR Swap 6Y	2.615%
USD IR Swap 7Y	2.757%
USD IR Swap 8Y	2.866%
USD IR Swap 9Y	2.951%
USD IR Swap 10Y	3.031%
USD IR Swap 12Y	3.162%
USD IR Swap 15Y	3.299%
USD IR Swap 20Y	3.340%
USD IR Swap 25Y	3.329%
USD IR Swap 30Y	3.328%