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LIBOR in European Currency Unit ( ECU ) - End of Month
| (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 | | 0_-0 | 0_-0 | 0_-0 | Jan89 | Jan89 | Jan89 | Jan89 | Jan89 | Jan89 | Jan89 | Jan89 | Jan89 | Jan89 | Jan89 | Jan89 | year mn End of |________|________|________|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_|_-Jun97_| 1997.06 na na na 4.1523 4.1563 4.1563 4.1797 4.1797 4.1875 4.1953 4.2109 4.2188 4.2227 4.2383 4.2461 1997.05 na na na 4.1563 4.1875 4.1875 4.1992 4.2148 4.2383 4.2500 4.2539 4.2813 4.2813 4.3086 4.3125 1997.04 na na na 4.1523 4.1641 4.1875 4.1875 4.2188 4.2422 4.2500 4.2695 4.2813 4.2813 4.3125 4.3125 1997.03 na na na 4.2344 4.2422 4.2500 4.2500 4.2695 4.2695 4.2930 4.3047 4.3203 4.3438 4.3516 4.3750 1997.02 na na na 4.2422 4.2422 4.2422 4.2422 4.2422 4.2422 4.2422 4.2422 4.2422 4.2422 4.2422 4.2422 1997.01 na na na 4.1680 4.1328 4.1250 4.1211 4.1172 4.1172 4.1172 4.1172 4.1172 4.1172 4.1172 4.1172 1996.12 na na na 4.1875 4.1875 4.1875 4.1875 4.1875 4.1875 4.1875 4.1875 4.1875 4.1875 4.1875 4.1875 1996.11 na na na 4.2383 4.1953 4.1953 4.2031 4.2148 4.2148 4.2188 4.2188 4.2188 4.2461 4.2500 4.2500 1996.10 na na na 4.1875 4.1875 4.1875 4.1953 4.2188 4.2188 4.2188 4.2188 4.2500 4.2500 4.2500 4.2813 1996.09 na na na 4.1875 4.1875 4.1875 4.1875 4.1953 4.2070 4.2148 4.2383 4.2461 4.2500 4.3008 4.3125 1996.08 na na na 4.3359 4.3477 4.3672 4.3750 4.3789 4.4023 4.4180 4.4375 4.4375 4.4609 4.4805 4.5000 1996.07 na na na 4.4375 4.4375 4.4609 4.4766 4.5000 4.5000 4.5000 4.5352 4.5625 4.5625 4.6016 4.6250 1996.06 na na na 4.4375 4.4375 4.4375 4.4375 4.4375 4.4609 4.5000 4.5430 4.5625 4.5703 4.6250 4.6250 1996.05 na na na 4.4883 4.4375 4.4297 4.4180 4.4180 4.4180 4.4219 4.4180 4.4219 4.4297 4.4648 4.4883 1996.04 na na na 4.3555 4.3125 4.2969 4.2695 4.2578 4.2539 4.2852 4.2891 4.2969 4.3125 4.3125 4.3047 1996.03 na na na 4.6563 4.6445 4.6367 4.6367 4.6328 4.6328 4.6445 4.6641 4.6875 4.6953 4.7305 4.7500 1996.02 na na na 4.7188 4.6875 4.6875 4.6875 4.6875 4.6875 4.6875 4.6953 4.7461 4.7500 4.7500 4.7500 1996.01 na na na 4.7500 4.6875 4.6445 4.6250 4.6250 4.5938 4.5938 4.5938 4.5938 4.5703 4.5625 4.5625 1995.12 na na na 5.1875 5.1875 5.1641 5.1250 5.1250 5.1250 5.1172 5.1133 5.0820 5.0742 5.0625 5.0625 1995.11 na na na 5.5625 5.5039 5.5000 5.5000 5.4375 5.4375 5.4375 5.4375 5.4336 5.4336 5.4336 5.4336 1995.10 na na na 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 1995.09 na na na 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 5.7500 1995.08 na na na 5.6875 5.6875 5.6875 5.6875 5.6875 5.6875 5.6992 5.7422 5.7500 5.7500 5.7539 5.7578 1995.07 na na na 6.0273 6.0273 6.0313 6.0469 6.0625 6.0625 6.0625 6.1172 6.1250 6.1250 6.1641 6.1680 1995.06 na na na 6.2500 6.2500 6.2500 6.3008 6.3125 6.3359 6.3750 6.4102 6.4336 6.4375 6.4492 6.5000 1995.05 na na na 6.2500 6.2500 6.2500 6.2500 6.2500 6.2500 6.3008 6.3125 6.3125 6.3125 6.3750 6.3750 1995.04 na na na 6.2773 6.3125 6.3750 6.3750 6.4375 6.4414 6.5000 6.5508 6.5625 6.5977 6.6250 6.6875 1995.03 na na na 6.6250 6.6875 6.7500 6.8125 6.8125 6.8750 6.8750 6.9375 6.9375 6.9531 7.0000 7.0469 1995.02 na na na 6.2500 6.3125 6.3750 6.4375 6.5156 6.6250 6.6875 6.7500 6.8125 6.9375 7.0000 7.0859 1995.01 na na na 5.9375 6.0625 6.1875 6.3125 6.4375 6.5625 6.6719 6.7500 6.8125 6.9375 7.0625 7.1250 1994.12 na na na 6.0469 6.2344 6.3750 6.4453 6.6250 6.7500 6.8125 6.8750 6.9375 7.0078 7.1172 7.1875 1994.11 na na na 5.8750 5.9375 6.0000 6.0625 6.1250 6.1875 6.2500 6.3125 6.3750 6.5000 6.6250 6.6875 1994.10 na na na 5.6875 5.9375 6.0000 6.0625 6.1250 6.2500 6.3125 6.4375 6.5000 6.5625 6.6875 6.8125 1994.09 na na na 5.6250 5.7500 6.0000 6.0859 6.1719 6.2500 6.3750 6.5000 6.6250 6.7188 6.8516 6.9375 1994.08 na na na 5.7266 5.8672 5.9375 6.1094 6.1719 6.2422 6.3125 6.4141 6.4922 6.5547 6.6328 6.7344 1994.07 na na na 5.8750 5.9375 6.0000 6.0625 6.1250 6.1875 6.1875 6.2500 6.3125 6.3203 6.3750 6.4375 1994.06 na na na 5.8750 5.9375 5.9375 6.0000 6.0000 6.0625 6.0625 6.1250 6.1875 6.1875 6.2500 6.3125 1994.05 na na na 6.3359 6.1250 6.0391 6.0078 6.0000 5.9375 5.9375 5.9375 5.9375 5.9375 5.9375 5.9375 1994.04 na na na 6.0000 5.9375 5.9375 5.9375 5.9375 5.8750 5.8750 5.8750 5.8750 5.8750 5.8750 5.8750 1994.03 na na na 6.3750 6.3203 6.3125 6.2500 6.2500 6.2148 6.1875 6.1875 6.1875 6.1250 6.1250 6.1250 1994.02 na na na 6.5000 6.4375 6.3750 6.3125 6.2500 6.2500 6.1875 6.1250 6.0625 6.0625 6.0000 6.0000 1994.01 na na na 6.6250 6.5469 6.4375 6.3125 6.2500 6.1250 6.0625 6.0000 5.9375 5.8750 5.8125 5.7500 1993.12 na na na 6.6250 6.5000 6.3125 6.2500 6.1875 6.0859 6.0000 5.8750 5.7500 5.6875 5.6250 5.5625 1993.11 na na na 7.0156 6.9375 6.7578 6.6875 6.6250 6.5000 6.3750 6.3125 6.2500 6.1875 6.1250 6.0625 1993.10 na na na 7.3516 7.3750 7.3125 7.1875 7.1016 7.0078 6.9219 6.8125 6.7500 6.6875 6.6250 6.5625 1993.09 na na na 7.8125 7.7500 7.6875 7.5625 7.4375 7.3750 7.2500 7.1172 6.9375 6.8750 6.8125 6.7500 1993.08 na na na 8.1016 7.9375 7.7500 7.5000 7.3672 7.1875 7.0625 6.9063 6.7500 6.7031 6.6563 6.6250 1993.07 na na na 9.0000 8.3203 7.9922 7.6797 7.5078 7.3125 7.2031 7.1172 7.0313 6.9609 6.8750 6.8125 1993.06 na na na 7.7500 7.5000 7.3750 7.1953 7.0703 7.0000 6.9375 6.8125 6.7500 6.6875 6.6250 6.5625 1993.05 na na na 8.0000 7.6875 7.6250 7.5625 7.5000 7.4375 7.3750 7.3125 7.2500 7.1875 7.1328 7.1250 1993.04 na na na 8.6250 8.5625 8.4609 8.3828 8.3203 8.2891 8.1875 8.0625 7.9922 7.9375 7.8750 7.8281 1993.03 na na na 9.5000 9.1875 9.1250 8.9375 8.7500 8.6250 8.4922 8.3125 8.1875 8.1250 8.0625 8.0000 1993.02 na na na 9.8125 9.7500 9.6875 9.5625 9.4375 9.3125 9.1250 8.9453 8.8125 8.7500 8.7500 8.6875 1993.01 na na na 9.9375 9.9375 9.9219 9.8125 9.7031 9.6250 9.5000 9.3594 9.1875 9.1250 9.0625 9.0000 1992.12 na na na 10.2813 10.3125 10.2969 10.2500 10.1641 10.1016 9.9063 9.6641 9.4922 9.3984 9.3047 9.2266 1992.11 na na na 11.7344 11.5000 11.3516 10.9453 10.7734 10.6250 10.3984 10.1641 9.9688 9.8750 9.8047 9.7344 1992.10 na na na 10.5469 10.4766 10.3750 10.1250 9.9375 9.8125 9.6875 9.5625 9.4375 9.3750 9.3125 9.2500 1992.09 na na na 13.6875 12.8516 12.6250 12.1719 11.8984 11.7109 11.4688 11.2422 11.0547 10.9688 10.9297 10.8672 1992.08 na na na 11.2500 11.3125 11.3203 11.3203 11.3281 11.3438 11.3125 11.3047 11.2500 11.2500 11.2500 11.2500 1992.07 na na na 11.1328 11.1250 11.1250 11.1250 11.1250 11.1250 11.0781 11.0625 11.0156 11.0078 11.0000 11.0000 1992.06 na na na 10.6875 10.6875 10.6875 10.6875 10.6875 10.6875 10.6250 10.6250 10.5625 10.5625 10.5078 10.5000 1992.05 na na na 10.2500 10.2500 10.2500 10.2500 10.2500 10.2500 10.2500 10.2109 10.1875 10.1875 10.1797 10.1797 1992.04 na na na 10.2188 10.2344 10.2500 10.2500 10.2656 10.2891 10.2656 10.2500 10.2500 10.2500 10.2500 10.2500 1992.03 na na na 10.0547 10.1172 10.1875 10.2500 10.2969 10.3125 10.3047 10.2500 10.2500 10.2500 10.2500 10.2500 1992.02 na na na 10.0000 10.0625 10.0625 10.0625 10.0625 10.0625 10.0156 10.0000 10.0000 10.0000 10.0000 10.0000 1992.01 na na na 10.5547 10.5000 10.5000 10.4375 10.3828 10.3750 10.3125 10.2500 10.1875 10.1250 10.1250 10.1250 1991.12 na na na 10.5625 10.5859 10.5938 10.6016 10.5781 10.5703 10.5078 10.4375 10.3750 10.3750 10.3125 10.3125 1991.11 na na na 10.3750 10.3516 10.3438 10.3125 10.3125 10.3125 10.2656 10.2500 10.2344 10.1953 10.1875 10.1875 1991.10 na na na 9.6250 9.9375 9.9375 9.9375 9.9375 9.9375 9.9375 9.9375 9.9375 9.9375 9.9375 9.9375 1991.09 na na na 10.0000 10.0000 10.0000 10.0000 10.0000 10.0000 10.0000 10.0000 9.9688 9.9688 9.9688 9.9688 1991.08 na na na 9.7500 9.8125 9.8125 9.8750 9.9375 9.9375 9.9375 9.9609 10.0000 10.0000 10.0000 10.0000 1991.07 na na na 9.9375 10.0625 10.1016 10.1406 10.2031 10.2500 10.2500 10.2500 10.2500 10.2500 10.2500 10.2500 1991.06 na na na 9.9375 10.0625 10.0625 10.0625 10.1250 10.1250 10.1250 10.0781 10.0625 10.0625 10.0625 10.0625 1991.05 na na na 10.0625 10.0000 9.9375 9.9375 9.9063 9.8750 9.8594 9.8125 9.7500 9.7500 9.7500 9.7500 1991.04 na na na 9.6250 9.6250 9.6250 9.6250 9.6250 9.6250 9.6250 9.6250 9.6250 9.6250 9.6250 9.6250 1991.03 na na na 9.5000 9.5000 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 9.5938 9.5938 9.5938 9.5938 1991.02 na na na 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 1991.01 na na na 9.9375 10.1250 10.1875 10.2500 10.3125 10.3125 10.3125 10.3125 10.3125 10.3594 10.3750 10.3750 1990.12 na na na 10.4375 10.5000 10.5625 10.5625 10.6250 10.6250 10.5938 10.5625 10.5625 10.5000 10.5000 10.5000 1990.11 na na na 10.3750 10.3750 10.3750 10.3750 10.3750 10.3750 10.3750 10.3750 10.3750 10.3750 10.3750 10.3750 1990.10 na na na 9.6875 9.8750 9.9375 9.9531 10.0313 10.0625 10.1250 10.1250 10.1875 10.1875 10.2500 10.2500 1990.09 na na na 9.9375 10.1250 10.2500 10.3750 10.5000 10.5625 10.6250 10.6406 10.6875 10.7500 10.8125 10.8125 1990.08 na na na 9.9063 10.0625 10.2188 10.3438 10.4375 10.4531 10.5000 10.5625 10.5625 10.6250 10.6250 10.6406 1990.07 na na na 9.9375 10.0000 10.0625 10.1875 10.2500 10.2500 10.2500 10.3125 10.3125 10.3125 10.3750 10.3750 1990.06 na na na 10.0625 10.2188 10.3750 10.4375 10.5156 10.5625 10.5781 10.6250 10.6250 10.6250 10.6875 10.6875 1990.05 na na na 10.1250 10.1875 10.2500 10.3125 10.4375 10.5000 10.5000 10.5625 10.5625 10.5625 10.6250 10.6250 1990.04 na na na 10.4063 10.5625 10.6875 10.7500 10.8906 11.0000 11.0625 11.0625 11.1250 11.1250 11.1250 11.1875 1990.03 na na na 9.7500 9.9375 10.1875 10.2969 10.5000 10.6250 10.6875 10.6875 10.7500 10.8125 10.8125 10.8750 1990.02 na na na 10.9195 11.1258 11.2328 11.3414 11.4453 11.5180 11.5352 11.5555 11.5789 11.5859 11.6094 11.6211 1990.01 na na na 10.8750 11.0625 11.1250 11.2500 11.3125 11.3750 11.3750 11.3750 11.3750 11.3750 11.3750 11.3750 1989.12 na na na 11.2500 11.3125 11.3750 11.3750 11.4375 11.4375 11.4219 11.3750 11.3750 11.3125 11.3125 11.3125 1989.11 na na na 11.0000 11.0000 11.0000 11.0000 11.0000 11.0000 11.0000 11.0000 11.0000 10.9844 10.9844 10.9688 1989.10 na na na 10.8281 10.8125 10.8125 10.8125 10.8125 10.8125 10.7500 10.6875 10.6250 10.6250 10.6250 10.5625 1989.09 na na na 10.1875 10.3125 10.4375 10.4375 10.4375 10.4375 10.4375 10.4375 10.4375 10.4375 10.4375 10.4375 1989.08 na na na 9.5625 9.7500 9.7500 9.7500 9.7500 9.7500 9.7500 9.7344 9.6875 9.6875 9.6875 9.6875 1989.07 na na na 9.2500 9.2500 9.2500 9.2500 9.2500 9.2500 9.2500 9.2500 9.2500 9.2500 9.2500 9.2500 1989.06 na na na 9.3750 9.4375 9.5000 9.5625 9.6563 9.7500 9.7500 9.7500 9.7500 9.7656 9.7969 9.8125 1989.05 na na na 8.8906 9.0625 9.2500 9.3125 9.4375 9.5000 9.5000 9.5156 9.5625 9.5625 9.5781 9.6250 1989.04 na na na 8.3125 8.4375 8.6250 8.6875 8.8125 8.8750 8.9375 9.0000 9.0625 9.1250 9.1563 9.1875 1989.03 na na na 8.3750 8.5625 8.7500 8.8125 8.9688 9.0625 9.1250 9.1719 9.2500 9.2969 9.3281 9.3750 1989.02 na na na 8.8125 9.0625 9.2500 9.3125 9.3750 9.3750 9.4375 9.4844 9.5000 9.5781 9.6250 9.6563 1989.01 na na na 8.2500 8.3125 8.4375 8.4688 8.5000 8.5625 8.5625 8.6250 8.6250 8.6250 8.6875 8.6875 1988.12 na na na na na na na na na na na na na na na