Thursday, September 25, 2008

Libor

DJ British Bankers Association Libor Rates For Dollars

.All rates compared to previous day's fixing: .
. Current Previous . ------- --------
.O/N 2.56250 2.68750
.1WK 4.00000 3.93750
.2WK 3.93125 3.84375
.1MO 3.70875 3.42875
.2MO 3.73125 3.46125
.3MO 3.76875 3.47625
.4MO 3.82750 3.55375
.5MO 3.89375 3.62500
.6MO 3.97500 3.70125
.7MO 3.97750 3.71250
.8MO 3.98063 3.72375
.9MO 3.98250 3.73000
.10MO 3.97750 3.73875
.11MO 3.97938 3.74750
.12MO 3.98250 3.75750

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