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LIBOR in European Currency Unit ( ECU ) - 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 | 0q0 | 0q0 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | year.qt End of |___-0q0_|___-0q0_|___-0q0_|-1997q2_|-1997q2_|-1997q2_|-1997q2_|-1997q2_|-1997q2_|-1997q2_|-1997q2_|-1997q2_|-1997q2_|-1997q2_|-1997q2_| 1997.2 qtr 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 1997.1 qtr 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 1996.4 qtr 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 1996.3 qtr 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 1996.2 qtr 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 1996.1 qtr 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 1995.4 qtr 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 1995.3 qtr 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 1995.2 qtr 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 1995.1 qtr 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 1994.4 qtr 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 1994.3 qtr 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 1994.2 qtr 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 1994.1 qtr 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 1993.4 qtr 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 1993.3 qtr 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 1993.2 qtr 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 1993.1 qtr 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 1992.4 qtr 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 1992.3 qtr 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 1992.2 qtr 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 1992.1 qtr 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 1991.4 qtr 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 1991.3 qtr 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 1991.2 qtr 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 1991.1 qtr 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 1990.4 qtr 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 1990.3 qtr 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 1990.2 qtr 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 1990.1 qtr 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 1989.4 qtr 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 1989.3 qtr 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 1989.2 qtr 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 1989.1 qtr 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 1988.4 qtr na na na na na na na na na na na na na na na