8. For a detailed description of one such index, see “Barclays Capital Fiscal Strength Weighted Bond Indices”, Barclays Capital, July 2011.

9. A list of the banks that currently participate in the “LIBOR panel” for U.S. dollar LIBOR and other currency deposit rates is available from the British Bankers Association’s Web site at www.bbalibor.com.

10. Lev Dynkin, Yuri Greenfield, and Dev Joneja, “The Lehman Brothers Swap Indexes,” Journal of Fixed Income 12:2 (2002), pp. 28–42.