Monday, September 22, 2008

LIBOR

Overnight and 3 month libor donw.

DJ British Bankers Association Libor Rates For Dollars

.All rates compared to previous day's fixing: . .
Current Previous . ------- --------
.O/N 2.96875 3.25000
.1WK 3.83125 3.83125
.2WK 3.64625 3.69375
.1MO 3.17625 3.19000
.2MO 3.17500 3.20250
.3MO 3.19750 3.21000
.4MO 3.27125 3.29750
.5MO 3.34625 3.38250
.6MO 3.42875 3.45750
.7MO 3.44563 3.45688
.8MO 3.46125 3.45750
.9MO 3.47625 3.46125
.10MO 3.49250 3.46125
.11MO 3.50313 3.46000
.12MO 3.51250 3.45875

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