|
|
|||||||||||||||
| ||||||||||
LIBOR in US Dollar ( USD ) - End of Year
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) |(10) |(11) |(12) |(13) |(14) |(15) | | Over | 1w | 2w | 1m | 2m | 3m | 4m | 5m | 6m | 7m | 8m | 9m | 10m | 11m | 12m | | Night | | | | | | | | | | | | | | | | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | LIBOR | | rates | rates | rates | rates | rates | rates | rates | rates | rates | rates | rates | rates | rates | rates | rates | | 2001 | 1998 | 2001 | 1987 | 1987 | 1987 | 1987 | 1987 | 1987 | 1987 | 1987 | 1987 | 1987 | 1987 | 1987 | year End of |__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2008_|__-2005_|__-2005_| 2008 0.4125 0.9125 1.1113 2.8763 2.9050 2.2363 2.3925 2.5425 2.7138 2.7438 2.7738 2.8050 2.8413 na na 2007 4.8225 4.4875 4.5000 4.2738 4.2238 4.7025 4.6675 4.6313 4.5963 4.5263 4.4538 4.3775 4.3238 na na 2006 5.3425 5.3138 5.3144 5.3394 5.3294 5.3600 5.3600 5.3665 5.3700 5.3671 5.3604 5.3594 5.3494 na na 2005 4.3413 4.3163 4.3205 4.8200 4.8388 4.5363 4.5900 4.6494 4.7000 4.7288 4.7581 4.7800 4.8000 3.4794 3.5300 2004 2.3463 2.3363 2.3463 2.4000 2.4900 2.5644 2.6300 2.7004 2.7806 2.8400 2.8994 2.9500 3.0006 3.0500 3.1000 2003 1.0888 1.0888 1.0963 1.1200 1.1325 1.1519 1.1738 1.1938 1.2200 1.2500 1.2800 1.3200 1.3613 1.4050 1.4569 2002 1.4038 1.3613 1.3650 1.3800 1.3800 1.3800 1.3800 1.3800 1.3800 1.3813 1.3838 1.3913 1.4106 1.4288 1.4494 2001 2.0514 1.8913 1.8781 1.8738 1.8750 1.8813 1.9113 1.9425 1.9813 2.0506 2.1163 2.1813 2.2663 2.3563 2.4425 2000 na 6.6125 na 6.5613 6.4863 6.3988 6.3300 6.2700 6.2038 6.1525 6.1013 6.0625 6.0400 6.0200 6.0000 1999 na 5.9234 na 5.8275 5.9038 6.0038 6.0525 6.0938 6.1300 6.1938 6.2538 6.3100 6.3750 6.4363 6.5000 1998 na 5.1325 na 5.0641 5.0656 5.0656 5.0656 5.0656 5.0656 5.0669 5.0669 5.0681 5.0769 5.0794 5.0984 1997 na na na 5.7188 5.7539 5.8125 5.8125 5.8125 5.8438 5.8555 5.8750 5.9063 5.9180 5.9375 5.9688 1996 na na na 5.5000 5.5273 5.5625 5.5625 5.5625 5.6016 5.6250 5.6641 5.6875 5.7305 5.7500 5.7891 1995 na na na 5.6875 5.6250 5.6250 5.5703 5.5508 5.5078 5.5000 5.4844 5.4375 5.4297 5.4258 5.4258 1994 na na na 6.0000 6.2500 6.5000 6.6875 6.8125 7.0000 7.1250 7.2500 7.3750 7.5000 7.6250 7.7500 1993 na na na 3.2500 3.3125 3.3750 3.3750 3.4375 3.5000 3.5391 3.5625 3.6250 3.6875 3.7500 3.8125 1992 na na na 3.3125 3.3750 3.4375 3.5000 3.5625 3.6250 3.6875 3.7500 3.8125 3.8750 3.9922 4.0625 1991 na na na 4.3125 4.2500 4.2500 4.2500 4.2344 4.2344 4.2500 4.2500 4.2500 4.2500 4.2813 4.3125 1990 na na na 7.6250 7.6250 7.5781 7.5625 7.5625 7.5625 7.5625 7.5625 7.5625 7.5625 7.5625 7.5625 1989 na na na 8.5000 8.4375 8.3750 8.3750 8.3125 8.3125 8.2500 8.2500 8.2500 8.2500 8.2500 8.2500 1988 na na na 9.1875 9.2500 9.3125 9.3750 9.4375 9.4375 9.4375 9.5000 9.5000 9.5625 9.5625 9.6250 1987 na na na 7.1250 7.3125 7.4375 7.4375 7.5000 7.5000 7.5625 7.6250 7.6875 7.7500 7.8125 7.8750 1986 na na na na na na na na na na na na na na na