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LIBOR in Great Britain Pound ( GBP ) - End of Quarter
| (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 | | 2001q1 | 1998q1 | 2001q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | year.qt End of |-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2005q1_|-2005q1_| 2008.4 qtr 3.0000 3.2125 3.3525 4.3350 4.3406 4.1763 4.2275 4.2613 4.2913 4.3050 4.3163 4.3238 4.3275 na na 2008.3 qtr 6.7813 6.4813 6.2000 6.4969 6.5188 6.3000 6.3438 6.3725 6.4013 6.4213 6.4413 6.4613 6.4756 na na 2008.2 qtr 5.3150 5.2000 5.3050 6.4013 6.4488 5.9463 6.0138 6.0900 6.1581 6.2050 6.2563 6.3050 6.3550 na na 2008.1 qtr 5.5375 5.5375 5.6725 5.8581 5.8438 6.0081 5.9975 5.9850 5.9750 5.9506 5.9238 5.8963 5.8763 na na 2007.4 qtr 5.8350 5.8000 5.8313 5.7725 5.7438 5.9938 5.9763 5.9550 5.9400 5.9025 5.8688 5.8400 5.8038 na na 2007.3 qtr 6.0000 6.0000 6.0775 6.2069 6.1938 6.3038 6.3006 6.2963 6.2913 6.2700 6.2538 6.2363 6.2194 na na 2007.2 qtr 6.7538 6.2375 6.0138 6.2925 6.3238 6.0038 6.0438 6.0875 6.1263 6.1625 6.1963 6.2325 6.2650 na na 2007.1 qtr 5.3350 5.3563 5.3888 5.8000 5.8156 5.5694 5.6100 5.6494 5.6913 5.7200 5.7425 5.7656 5.7844 na na 2006.4 qtr 5.2813 5.2488 5.2375 5.5606 5.5819 5.3200 5.3550 5.3900 5.4300 5.4600 5.4888 5.5181 5.5406 na na 2006.3 qtr 4.9225 4.9113 4.9250 5.2613 5.2744 5.0740 5.1288 5.1600 5.1800 5.2000 5.2200 5.2344 5.2500 na na 2006.2 qtr 4.6775 4.6625 4.6681 4.9750 5.0056 4.7538 4.7775 4.7956 4.8169 4.8475 4.8775 4.9119 4.9438 na na 2006.1 qtr 4.8375 4.6663 4.5988 4.7594 4.7794 4.6119 4.6263 4.6431 4.6616 4.6813 4.6994 4.7175 4.7394 na na 2005.4 qtr 4.9000 4.7688 4.7013 4.5700 4.5688 4.6394 4.6200 4.6038 4.5881 4.5800 4.5738 4.5731 4.5719 na na 2005.3 qtr 4.4500 4.5525 4.5863 4.5425 4.5375 4.6000 4.5900 4.5800 4.5694 4.5644 4.5563 4.5488 4.5463 na na 2005.2 qtr 4.9000 4.8263 4.8255 4.5550 4.5363 4.7500 4.7188 4.6938 4.6725 4.6481 4.6225 4.5925 4.5731 na na 2005.1 qtr 4.8050 4.8175 4.8350 5.1100 5.1219 4.9831 5.0000 5.0138 5.0381 5.0525 5.0694 5.0806 5.0950 5.1600 5.1781 2004.4 qtr 4.9575 4.8388 4.8450 4.8600 4.8725 4.8850 4.9000 4.9100 4.9156 4.9169 4.9181 4.9206 4.9225 4.9263 4.9313 2004.3 qtr 4.7150 4.7725 4.8116 4.8450 4.8775 4.9188 4.9463 4.9713 4.9963 5.0163 5.0350 5.0525 5.0725 5.0900 5.1038 2004.2 qtr 4.8788 4.5819 4.6269 4.6250 4.7375 4.8438 4.9175 4.9750 5.0375 5.0813 5.1250 5.1663 5.2050 5.2425 5.2813 2004.1 qtr 3.7575 3.8794 4.0000 4.1888 4.2869 4.3750 4.4250 4.4700 4.5275 4.5713 4.6100 4.6506 4.6850 4.7200 4.7550 2003.4 qtr 3.4156 3.6463 3.7738 3.9013 3.9788 4.0375 4.0775 4.1213 4.1700 4.2125 4.2550 4.2963 4.3425 4.3881 4.4338 2003.3 qtr 3.8656 3.6325 3.6406 3.6938 3.7054 3.7250 3.7550 3.7877 3.8263 3.8575 3.8875 3.9213 3.9575 3.9963 4.0339 2003.2 qtr 3.3039 3.3883 3.5077 3.6350 3.6300 3.6288 3.6050 3.5838 3.5563 3.5396 3.5263 3.5138 3.5075 3.5025 3.4988 2003.1 qtr 4.5513 3.9409 3.8234 3.7050 3.6775 3.6570 3.6338 3.6125 3.5950 3.5850 3.5750 3.5675 3.5675 3.5675 3.5688 2002.4 qtr 4.9925 4.3575 4.1813 4.0550 4.0327 4.0225 4.0075 3.9988 3.9900 3.9900 3.9850 3.9825 3.9850 3.9888 3.9938 2002.3 qtr 3.4356 3.7500 3.8913 3.9406 3.9422 3.9406 3.9381 3.9369 3.9369 3.9381 3.9369 3.9381 3.9422 3.9447 3.9511 2002.2 qtr 3.3525 3.8109 3.8781 3.9609 4.0591 4.1466 4.1975 4.2613 4.3288 4.3863 4.4447 4.4975 4.5566 4.6169 4.6744 2002.1 qtr 3.3606 3.5000 3.8463 4.0200 4.1213 4.1869 4.2538 4.3181 4.3978 4.4750 4.5575 4.6294 4.7061 4.7800 4.8542 2001.4 qtr 5.2563 4.6331 4.4722 4.1478 4.1169 4.1063 4.1063 4.1200 4.1363 4.1881 4.2500 4.3081 4.3738 4.4419 4.5113 2001.3 qtr 5.0000 5.0606 4.9000 4.6988 4.6005 4.5266 4.5038 4.4900 4.4788 4.4750 4.4763 4.4775 4.4863 4.5000 4.5113 2001.2 qtr 4.6919 5.0000 5.1888 5.2245 5.2550 5.2939 5.3338 5.3738 5.4313 5.4645 5.5100 5.5572 5.6125 5.6570 5.6998 2001.1 qtr 6.5000 6.3838 5.9056 5.6884 5.5825 5.5264 5.4659 5.4128 5.3663 5.3384 5.3253 5.3081 5.2991 5.2855 5.2805 2000.4 qtr na 5.2563 na 5.8534 5.9016 5.8991 5.8856 5.8725 5.8650 5.8530 5.8442 5.8317 5.8194 5.8144 5.8094 2000.3 qtr na 6.1238 na 6.1017 6.1516 6.1775 6.2109 6.2425 6.2669 6.2863 6.3066 6.3273 6.3434 6.3612 6.3788 2000.2 qtr na 5.8656 na 6.0703 6.1573 6.2248 6.2663 6.3025 6.3375 6.3725 6.4056 6.4388 6.4734 6.5088 6.5405 2000.1 qtr na 5.8297 na 6.0502 6.1641 6.2513 6.3172 6.3958 6.4683 6.5250 6.5800 6.6383 6.6938 6.7500 6.8075 1999.4 qtr na 3.7500 na 5.4081 5.9041 6.0784 6.1511 6.2261 6.2903 6.3642 6.4272 6.5000 6.5609 6.6306 6.7081 1999.3 qtr na 5.3763 na 5.4334 5.5000 5.5603 5.9044 5.9558 6.0152 6.0656 6.1142 6.1636 6.2159 6.2878 6.3553 1999.2 qtr na 5.1666 na 5.1403 5.1683 5.1878 5.1998 5.2255 5.2575 5.3109 5.3514 5.3891 5.4303 5.4656 5.5000 1999.1 qtr na 5.4642 na 5.3945 5.3659 5.3241 5.2856 5.2652 5.2500 5.2500 5.2500 5.2500 5.2500 5.2500 5.2500 1998.4 qtr na 5.8125 na 6.3431 6.3011 6.2577 6.1553 6.0481 5.9516 5.8863 5.8238 5.7677 5.7450 5.6866 5.6281 1998.3 qtr na 7.6016 na 7.4414 7.4219 7.3711 7.3203 7.2930 7.2266 7.1758 7.1172 7.0625 7.0234 7.0000 6.9375 1998.2 qtr na 7.3906 na 7.6250 7.7500 7.8672 7.8789 7.8906 7.9375 7.9375 7.9375 7.9492 8.0000 8.0000 8.0000 1998.1 qtr na 7.5000 na 7.5625 7.5898 7.6133 7.6133 7.6133 7.6133 7.6133 7.6133 7.6172 7.6172 7.6133 7.6133 1997.4 qtr na na na 7.5430 7.6211 7.6875 7.6875 7.6875 7.6875 7.6875 7.6875 7.6875 7.6875 7.6875 7.6875 1997.3 qtr na na na 7.1875 7.2500 7.3086 7.3086 7.3750 7.4375 7.4375 7.5000 7.5000 7.5078 7.5625 7.5742 1997.2 qtr na na na 6.6875 6.8125 6.9023 6.9375 7.0000 7.0650 7.0855 7.1896 7.2422 7.2969 7.3150 7.3125 1997.1 qtr na na na 6.1484 6.2578 6.4023 6.5000 6.5703 6.6406 6.6875 6.7578 6.8203 6.8750 6.9375 7.0000 1996.4 qtr na na na 6.2500 6.3750 6.5469 6.6250 6.6875 6.7500 6.8047 6.8281 6.8750 6.9375 7.0000 7.0469 1996.3 qtr na na na 5.9141 5.9375 5.9531 5.9531 6.0000 6.0156 6.0469 6.0781 6.1250 6.1797 6.2109 6.2500 1996.2 qtr na na na 5.8359 5.8750 5.8750 5.8750 5.8750 5.8750 5.9375 5.9453 6.0000 6.0625 6.1250 6.1250 1996.1 qtr na na na 6.0703 6.1250 6.1250 6.1250 6.1484 6.1875 6.1953 6.2344 6.2891 6.3281 6.3750 6.4375 1995.4 qtr na na na 6.5625 6.5625 6.5625 6.5000 6.4375 6.4375 6.3750 6.3750 6.3750 6.3750 6.3750 6.3750 1995.3 qtr na na na 6.8125 6.8125 6.8281 6.8281 6.8438 6.8750 6.8750 6.8750 6.8750 6.8750 6.8750 6.8750 1995.2 qtr na na na 6.6875 6.8594 7.0000 7.0625 7.1250 7.1875 7.2500 7.3125 7.3750 7.4375 7.5000 7.5625 1995.1 qtr na na na 6.4297 6.6016 6.7500 6.8750 7.0000 7.1250 7.2344 7.3281 7.3984 7.4922 7.5859 7.6641 1994.4 qtr na na na 6.0625 6.3750 6.6797 6.8047 6.9766 7.1875 7.3672 7.4922 7.6094 7.7422 7.8750 8.0000 1994.3 qtr na na na 5.4375 5.6797 5.9141 6.0625 6.3125 6.5313 6.7266 6.9141 7.0469 7.2344 7.3750 7.5000 1994.2 qtr na na na 5.0625 5.1250 5.2031 5.2891 5.3984 5.5000 5.6250 5.7500 5.8750 6.0000 6.1250 6.1875 1994.1 qtr na na na 5.1875 5.3125 5.3828 5.4375 5.5000 5.5234 5.5625 5.6250 5.6484 5.6875 5.7500 5.7969 1993.4 qtr na na na 5.5000 5.4375 5.4375 5.3750 5.3750 5.3750 5.3281 5.3125 5.2500 5.2500 5.2500 5.2500 1993.3 qtr na na na 6.1250 6.0625 6.0625 5.9375 5.9063 5.8750 5.8750 5.8438 5.8125 5.8125 5.8125 5.8125 1993.2 qtr na na na 6.0625 6.0625 6.0625 6.0000 6.0000 6.0000 6.0000 6.0000 6.0000 6.0000 6.0000 6.0000 1993.1 qtr na na na 6.0000 6.0000 6.0000 5.9766 5.9688 5.9531 5.9375 5.9375 5.9063 5.8984 5.8984 5.8984 1992.4 qtr na na na 6.9844 7.0625 7.0703 7.0469 7.0000 6.9844 6.9531 6.9375 6.8750 6.8750 6.8750 6.8672 1992.3 qtr na na na 9.2500 9.1250 9.0625 8.9375 8.8984 8.8359 8.7500 8.6719 8.6094 8.5625 8.5625 8.5156 1992.2 qtr na na na 10.1875 10.1875 10.1875 10.1250 10.1250 10.1250 10.1250 10.1094 10.0938 10.0625 10.0625 10.0625 1992.1 qtr na na na 10.5625 10.7969 10.8750 10.8984 11.0000 11.0625 11.0625 11.0625 11.0625 11.0625 11.0625 11.0625 1991.4 qtr na na na 10.8828 10.9609 11.0000 11.0000 11.0000 11.0000 11.0000 11.0000 11.0000 11.0000 11.0000 10.9609 1991.3 qtr na na na 10.7500 10.5000 10.3750 10.3125 10.2500 10.1875 10.1875 10.1875 10.1875 10.1875 10.1875 10.1875 1991.2 qtr na na na 11.5781 11.4375 11.3750 11.2500 11.1719 11.0625 11.0625 11.0000 11.0000 10.9844 10.9375 10.9375 1991.1 qtr na na na 12.8750 12.6250 12.5000 12.2813 12.1250 12.0000 11.9219 11.8125 11.7500 11.6875 11.6563 11.6250 1990.4 qtr na na na 14.3750 14.1875 14.0625 13.8750 13.6719 13.4375 13.3125 13.1875 13.0781 13.0000 12.9375 12.8906 1990.3 qtr na na na 15.0000 15.0000 15.0000 14.9844 14.9375 14.9375 14.8750 14.7969 14.7031 14.6406 14.6250 14.5625 1990.2 qtr na na na 15.0000 15.0000 15.0000 15.0000 15.0000 15.0000 14.9375 14.9375 14.8750 14.8125 14.7500 14.6875 1990.1 qtr na na na 15.0000 15.1875 15.2500 15.3125 15.4063 15.4688 15.4844 15.5000 15.5156 15.5625 15.5938 15.6250 1989.4 qtr na na na 15.1250 15.1875 15.1875 15.1250 15.0625 15.0625 15.0000 14.9375 14.8594 14.8125 14.7500 14.6875 1989.3 qtr na na na 14.7813 14.7969 14.8750 14.8125 14.7969 14.7969 14.7500 14.6875 14.6250 14.6250 14.5781 14.5625 1989.2 qtr na na na 14.0000 14.1250 14.2188 14.2500 14.2500 14.2500 14.2500 14.2500 14.2500 14.2344 14.1875 14.1875 1989.1 qtr na na na 12.9375 13.0000 13.0625 13.0625 13.0625 13.0625 13.0625 13.0625 13.0000 13.0000 12.9844 12.9375 1988.4 qtr na na na 13.0313 13.1250 13.1875 13.1563 13.1563 13.1563 13.1250 13.0625 13.0000 12.9844 12.9375 12.9375 1988.3 qtr na na na 11.9375 11.9375 12.0000 12.0000 11.9844 11.8906 11.8438 11.8281 11.8125 11.8125 11.8125 11.8125 1988.2 qtr na na na 9.4219 9.7500 9.9375 9.9531 10.0000 10.0625 10.0781 10.1406 10.1875 10.2500 10.2813 10.3125 1988.1 qtr na na na 8.5625 8.6250 8.6875 8.7500 8.8125 8.8750 8.9375 9.0000 9.0625 9.1250 9.1719 9.1875 1987.4 qtr 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 1987.3 qtr na na na 10.1250 10.1875 10.3125 10.3750 10.4375 10.5000 10.5000 10.5313 10.5625 10.5625 10.6094 10.6250 1987.2 qtr na na na 9.1875 9.2031 9.2500 9.2500 9.3125 9.3125 9.3125 9.3750 9.3750 9.4219 9.4375 9.4375 1987.1 qtr na na na 10.0625 10.0000 10.0000 9.9375 9.8750 9.8750 9.8750 9.8750 9.8125 9.7656 9.7500 9.7500 1986.4 qtr na na na na na na na na na na na na na na na