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LIBOR in Deutsche Mark ( DEM ) - 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 | | 0q0 | 1998q1 | 0q0 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | year.qt End of |___-0q0_|-1998q4_|___-0q0_|-1998q4_|-1998q4_|-1998q4_|-1998q4_|-1998q4_|-1998q4_|-1998q4_|-1998q4_|-1998q4_|-1998q4_|-1998q4_|-1998q4_| 1998.4 qtr na 3.2550 na 3.2500 3.2450 3.2388 3.2300 3.2236 3.2211 3.2186 3.2136 3.2111 3.2088 3.2063 3.2063 1998.3 qtr na 3.5000 na 3.5000 3.5000 3.5625 3.5625 3.5625 3.5664 3.5625 3.5625 3.5625 3.5625 3.5625 3.5625 1998.2 qtr na 3.4688 na 3.5000 3.5313 3.5625 3.6016 3.6367 3.6875 3.7188 3.7500 3.7813 3.8125 3.8438 3.8750 1998.1 qtr na 3.4883 na 3.5391 3.5625 3.5938 3.6250 3.6523 3.6797 3.6875 3.7188 3.7500 3.7813 3.8125 3.8633 1997.4 qtr na na na 3.5273 3.5938 3.6484 3.6875 3.7227 3.7500 3.7930 3.8242 3.8555 3.8828 3.9180 3.9414 1997.3 qtr na na na 3.2188 3.2539 3.4063 3.4414 3.4727 3.5039 3.5430 3.5742 3.6367 3.6875 3.7422 3.7813 1997.2 qtr na na na 3.0937 3.0977 3.1250 3.1250 3.1563 3.1680 3.1875 3.1875 3.1288 3.2227 3.2500 3.2500 1997.1 qtr na na na 3.2500 3.2500 3.2500 3.2500 3.2813 3.2813 3.2930 3.3203 3.3438 3.3711 3.3984 3.4219 1996.4 qtr na na na 3.1250 3.1250 3.1250 3.1445 3.1602 3.1758 3.1797 3.1914 3.2188 3.2344 3.2422 3.2500 1996.3 qtr na na na 3.0938 3.0938 3.1250 3.1250 3.1250 3.1250 3.1406 3.1641 3.1875 3.2188 3.2500 3.2500 1996.2 qtr na na na 3.3750 3.3750 3.3750 3.3789 3.4219 3.4375 3.4375 3.4922 3.5000 3.5625 3.6211 3.6484 1996.1 qtr na na na 3.3750 3.3750 3.3477 3.3477 3.3477 3.3398 3.3477 3.3750 3.3945 3.4219 3.4375 3.4609 1995.4 qtr na na na 3.8750 3.8320 3.8125 3.7500 3.7500 3.6875 3.6875 3.6875 3.6875 3.6875 3.6875 3.6875 1995.3 qtr na na na 4.1250 4.0938 4.0938 4.0938 4.0938 4.0938 4.0938 4.0938 4.0938 4.1094 4.1211 4.1250 1995.2 qtr na na na 4.6250 4.6250 4.6250 4.6250 4.6250 4.6250 4.6406 4.6484 4.6875 4.7109 4.7500 4.7813 1995.1 qtr na na na 4.6836 4.7422 4.7500 4.8125 4.8359 4.8750 4.9063 4.9375 5.0000 5.0078 5.0508 5.1016 1994.4 qtr na na na 5.1875 5.1875 5.2500 5.3125 5.4375 5.5000 5.5625 5.6250 5.6875 5.7500 5.8125 5.8867 1994.3 qtr na na na 4.9375 5.0000 5.1875 5.1953 5.2500 5.3125 5.3516 5.3828 5.4609 5.5391 5.6250 5.7344 1994.2 qtr na na na 5.0000 5.0000 5.0000 5.0000 5.0000 5.0000 5.0625 5.0781 5.1250 5.1875 5.1953 5.2500 1994.1 qtr na na na 5.7734 5.7500 5.7031 5.6875 5.6875 5.6250 5.6172 5.5625 5.5234 5.5156 5.4609 5.4609 1993.4 qtr na na na 6.2188 6.0625 5.9375 5.8750 5.7500 5.6875 5.5625 5.5000 5.4375 5.3750 5.3359 5.3125 1993.3 qtr na na na 6.9375 6.8125 6.7500 6.6875 6.5625 6.4531 6.3750 6.2734 6.1875 6.1250 6.0625 6.0000 1993.2 qtr na na na 7.8125 7.6875 7.5625 7.4375 7.3125 7.2422 7.1016 6.9766 6.8438 6.7813 6.7188 6.6563 1993.1 qtr na na na 8.3125 8.1250 7.9375 7.8125 7.6875 7.5625 7.4297 7.3047 7.1719 7.0859 7.0000 6.9375 1992.4 qtr na na na 8.8672 8.8125 8.7500 8.5625 8.4375 8.3125 8.1328 8.0000 7.8516 7.8125 7.7500 7.6875 1992.3 qtr na na na 9.1328 9.1250 9.0938 9.0625 9.0078 9.0000 8.9375 8.8750 8.7656 8.7500 8.7031 8.6875 1992.2 qtr na na na 9.7891 9.8125 9.8125 9.8125 9.8125 9.8125 9.7969 9.7734 9.7500 9.7500 9.7500 9.7500 1992.1 qtr na na na 9.7500 9.8125 9.8125 9.8125 9.8125 9.8125 9.8125 9.8125 9.8125 9.8125 9.8125 9.8125 1991.4 qtr na na na 9.6250 9.6250 9.6250 9.6250 9.6406 9.6484 9.6250 9.6250 9.6250 9.6250 9.6250 9.6250 1991.3 qtr na na na 9.1875 9.2500 9.3984 9.4375 9.4375 9.4375 9.4375 9.4375 9.4375 9.4375 9.4375 9.4375 1991.2 qtr na na na 9.0000 9.0625 9.1875 9.2188 9.2734 9.3125 9.3125 9.3125 9.3125 9.3438 9.3672 9.3750 1991.1 qtr na na na 9.1250 9.2500 9.3125 9.3125 9.3750 9.3750 9.3750 9.3750 9.3750 9.4375 9.4375 9.4375 1990.4 qtr na na na 9.0625 9.2500 9.3750 9.4375 9.5000 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 9.5625 1990.3 qtr na na na 8.3750 8.5000 8.6875 8.7500 8.8125 8.8750 8.8750 8.9375 8.9375 9.0000 9.0156 9.0625 1990.2 qtr na na na 8.1250 8.1875 8.2813 8.3750 8.4688 8.5313 8.5938 8.6250 8.6875 8.7500 8.7500 8.8125 1990.1 qtr na na na 7.8750 8.0000 8.1406 8.2500 8.4375 8.5000 8.5625 8.6250 8.6875 8.7500 8.8125 8.8750 1989.4 qtr na na na 8.3594 8.4063 8.4375 8.4531 8.4844 8.5000 8.5000 8.5000 8.5000 8.5000 8.5000 8.5000 1989.3 qtr na na na 7.6875 7.8125 8.0000 8.0000 8.0000 8.0000 8.0000 8.0000 8.0000 8.0000 8.0000 8.0000 1989.2 qtr na na na 7.0000 7.0625 7.1250 7.1250 7.1875 7.1875 7.1875 7.1875 7.2188 7.2344 7.2500 7.2500 1989.1 qtr na na na 6.1250 6.2500 6.4375 6.5625 6.6875 6.8125 6.8750 6.8750 6.9375 6.9375 7.0000 7.0625 1988.4 qtr na na na 5.3438 5.3750 5.4375 5.5000 5.5625 5.5938 5.6094 5.6250 5.6250 5.6250 5.6250 5.6250 1988.3 qtr na na na 4.9375 5.0000 5.1875 5.2500 5.3125 5.3125 5.3125 5.3750 5.3750 5.3750 5.4375 5.4375 1988.2 qtr na na na 4.3750 4.4531 4.5625 4.5625 4.6250 4.6875 4.6875 4.7031 4.7188 4.7500 4.7813 4.8125 1988.1 qtr na na na 3.3750 3.3750 3.4375 3.4375 3.5000 3.5156 3.5625 3.5625 3.6250 3.6250 3.6875 3.6875 1987.4 qtr na na na 3.3750 3.3750 3.4375 3.5000 3.5156 3.5625 3.5938 3.6250 3.6250 3.6875 3.6875 3.7500 1987.3 qtr na na na 4.6250 4.1250 4.5781 4.6250 4.6875 4.7500 4.7500 4.8125 4.8125 4.8125 4.8750 4.8750 1987.2 qtr na na na 3.7813 3.7813 3.7813 3.7969 3.8125 3.8750 3.8750 3.8750 3.9375 3.9375 3.9375 4.0000 1987.1 qtr na na na 4.0000 4.0000 4.0000 4.0000 4.0000 4.0156 4.0313 4.0625 4.0625 4.1250 4.1250 4.1250 1986.4 qtr na na na na na na na na na na na na na na na