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Global LIBOR in US Dollar ( USD ) - 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 |_-2013q3_|_-2013q3_|_-2013q2_|_-2013q3_|_-2013q3_|_-2013q3_|_-2013q2_|_-2013q2_|_-2013q3_|_-2013q2_|_-2013q2_|_-2013q2_|_-2013q2_|_-2013q2_|_-2013q3_| 2013.3 qtr 0.11630 0.14783 na 0.18206 0.22522 0.25950 na na 0.39300 na na na na na 0.66710 2013.2 qtr 0.12500 0.16073 0.17113 0.19465 0.23556 0.27310 0.31710 0.36726 0.41340 0.46741 0.51215 0.55080 0.59025 0.63940 0.68565 2013.1 qtr 0.15600 0.17520 0.18790 0.20370 0.24300 0.28260 0.33060 0.38790 0.44490 0.50120 0.54690 0.58820 0.63230 0.68150 0.73150 2012.4 qtr 0.16800 0.19270 0.19990 0.20870 0.25350 0.30600 0.36310 0.43450 0.50825 0.57600 0.63050 0.68600 0.73700 0.78750 0.84350 2012.3 qtr 0.15160 0.18100 0.19700 0.21425 0.29100 0.35850 0.45810 0.54990 0.63590 0.70400 0.75420 0.80850 0.86500 0.91725 0.97300 2012.2 qtr 0.16950 0.19610 0.21975 0.24575 0.34275 0.46060 0.56210 0.64615 0.73440 0.79750 0.85220 0.90725 0.96075 1.01150 1.06800 2012.1 qtr 0.15250 0.19120 0.21350 0.24125 0.34880 0.46815 0.56785 0.64940 0.73340 0.79100 0.83820 0.88480 0.93840 0.99170 1.04850 2011.4 qtr 0.15400 0.20820 0.24350 0.29530 0.42710 0.58100 0.65550 0.72700 0.80850 0.86250 0.91410 0.96590 1.01600 1.06930 1.12805 2011.3 qtr 0.15222 0.19089 0.20744 0.23944 0.30139 0.37433 0.43222 0.49744 0.55783 0.60939 0.65606 0.70444 0.75500 0.80694 0.86489 2011.2 qtr 0.12800 0.16075 0.16950 0.18555 0.21725 0.24575 0.28725 0.34290 0.39775 0.45450 0.50825 0.56375 0.62250 0.67550 0.73350 2011.1 qtr 0.18450 0.22380 0.23305 0.24345 0.27400 0.30300 0.34550 0.40500 0.45950 0.51150 0.56300 0.61375 0.67150 0.72550 0.78250 2010.4 qtr 0.22563 0.24841 0.25000 0.25375 0.26766 0.28594 0.33500 0.39750 0.44844 0.49719 0.54625 0.59688 0.65056 0.70406 0.76219 2010.3 qtr 0.22625 0.25025 0.25181 0.25625 0.27297 0.29000 0.34406 0.40750 0.46250 0.51156 0.56188 0.61141 0.66469 0.71781 0.77775 2010.2 qtr 0.30563 0.32875 0.33875 0.34844 0.43188 0.53394 0.60350 0.67188 0.75250 0.81969 0.88781 0.95250 1.02625 1.10125 1.17313 2010.1 qtr 0.22513 0.23388 0.23713 0.24863 0.26669 0.29150 0.33100 0.37313 0.44438 0.51938 0.59531 0.67875 0.75531 0.84000 0.92000 2009.4 qtr 0.16875 0.21375 0.22250 0.23094 0.23969 0.25063 0.29000 0.34900 0.42969 0.50875 0.61594 0.71250 0.80063 0.89125 0.98438 2009.3 qtr na na na na na na na na na na na na na na na 2009.2 qtr 0.27750 0.38250 0.42375 0.46938 0.90750 1.14938 1.38875 1.56125 1.70313 1.74688 1.78250 1.81750 1.87000 1.92375 1.97875 2009.1 qtr 0.51000 0.42750 0.46750 0.50063 0.93813 1.19188 1.41625 1.58625 1.73563 1.76750 1.79625 1.83313 1.87625 1.92188 1.97188 2008.4 qtr 0.13500 0.38500 0.39875 0.43625 1.10375 1.42500 1.55625 1.65250 1.75000 1.80500 1.84875 1.89750 1.93125 1.96625 2.00375 2008.3 qtr 6.87500 4.25000 4.21875 3.92625 3.96625 4.05250 4.00750 4.00000 3.98125 3.98125 3.98125 3.97500 3.96875 3.96250 3.96250 2008.2 qtr 3.60625 2.45625 2.46000 2.46250 2.65125 2.78313 2.88625 2.99438 3.10875 3.14063 3.17188 3.20125 3.24000 3.27688 3.31063 2008.1 qtr 3.18125 2.95375 2.88875 2.70313 2.69500 2.68813 2.65625 2.63625 2.61438 2.58125 2.55188 2.52125 2.50875 2.49750 2.48625 2007.4 qtr 4.82250 4.48750 4.50000 4.60000 4.65250 4.70250 4.66750 4.63125 4.59625 4.52625 4.45375 4.37750 4.32375 4.27375 4.22375 2007.3 qtr 5.30375 5.06125 5.08375 5.12375 5.16625 5.22875 5.17563 5.15250 5.13250 5.07875 5.03000 4.98125 4.95313 4.92375 4.90125 2007.2 qtr 5.50000 5.32000 5.32000 5.32000 5.34000 5.36000 5.37000 5.37688 5.38625 5.39188 5.40000 5.40875 5.41438 5.41875 5.42563 2007.1 qtr 5.30000 5.33500 5.32538 5.32000 5.33863 5.34788 5.34000 5.33000 5.32000 5.30063 5.28344 5.26813 5.24750 5.22688 5.20529 2006.4 qtr 5.34250 5.31375 5.31438 5.32188 5.34563 5.36000 5.36000 5.36650 5.37000 5.36713 5.36038 5.35938 5.34938 5.33938 5.32938 2006.3 qtr 5.37500 5.31063 5.31375 5.32188 5.35000 5.37000 5.37000 5.37000 5.37000 5.36000 5.35000 5.34000 5.32875 5.31125 5.29750 2006.2 qtr 5.36875 5.32250 5.32500 5.33438 5.42000 5.48063 5.51688 5.55500 5.58938 5.60938 5.62938 5.64938 5.66813 5.68000 5.69313 2006.1 qtr 4.90000 4.81375 4.82000 4.82938 4.93000 5.00000 5.04500 5.09438 5.14000 5.17000 5.20000 5.23000 5.25000 5.27000 5.28750 2005.4 qtr 4.34125 4.31625 4.32050 4.39000 4.47938 4.53625 4.59000 4.64938 4.70000 4.72875 4.75813 4.78000 4.80000 4.82000 4.83875 2005.3 qtr 3.94500 3.82125 3.82813 3.86375 3.97000 4.06500 4.12000 4.17163 4.23063 4.27750 4.31875 4.35938 4.38850 4.41400 4.44000 2005.2 qtr 3.42531 3.31750 3.31875 3.34000 3.45000 3.51625 3.57563 3.64000 3.71000 3.74588 3.77913 3.81000 3.83563 3.85938 3.88000 2005.1 qtr 2.91000 2.83625 2.84250 2.87000 3.03000 3.12000 3.20688 3.30563 3.40000 3.48750 3.56938 3.65000 3.72000 3.78500 3.84500 2004.4 qtr 2.34625 2.33625 2.34625 2.40000 2.49000 2.56438 2.63000 2.70038 2.78063 2.84000 2.89938 2.95000 3.00063 3.05000 3.10000 2004.3 qtr 1.93125 1.82813 1.83000 1.84000 1.91000 2.02000 2.07125 2.12813 2.19625 2.24625 2.29625 2.34750 2.39375 2.43875 2.48250 2004.2 qtr 1.59125 1.35000 1.35250 1.36875 1.47000 1.61000 1.71000 1.81875 1.94000 2.03000 2.11750 2.20375 2.29250 2.37938 2.46250 2004.1 qtr 1.16750 1.07750 1.08250 1.09000 1.10000 1.11000 1.12000 1.14000 1.16000 1.19000 1.22000 1.25000 1.28000 1.31438 1.35125 2003.4 qtr 1.08875 1.08875 1.09625 1.12000 1.13250 1.15188 1.17375 1.19375 1.22000 1.25000 1.28000 1.32000 1.36125 1.40500 1.45688 2003.3 qtr 1.30375 1.11000 1.11500 1.12000 1.13000 1.16000 1.16625 1.17000 1.18000 1.19000 1.20250 1.22000 1.24125 1.27000 1.30000 2003.2 qtr 1.52125 1.12375 1.12000 1.12000 1.11813 1.11625 1.11625 1.11781 1.11938 1.12500 1.13000 1.14000 1.15625 1.17188 1.19000 2003.1 qtr 1.51000 1.30875 1.30750 1.30000 1.28875 1.27875 1.25938 1.24250 1.23125 1.23313 1.23438 1.23750 1.24938 1.26313 1.28000 2002.4 qtr 1.40375 1.36125 1.36500 1.38000 1.38000 1.38000 1.38000 1.38000 1.38000 1.38125 1.38375 1.39125 1.41063 1.42875 1.44938 2002.3 qtr 2.06500 1.82125 1.81875 1.81125 1.80000 1.79000 1.76000 1.73125 1.71000 1.70000 1.69438 1.69000 1.70000 1.70875 1.72500 2002.2 qtr 2.03125 1.83500 1.83625 1.83875 1.85000 1.86000 1.88750 1.91000 1.95625 1.99500 2.03750 2.08625 2.15000 2.21625 2.28625 2002.1 qtr 2.00750 1.85500 1.85875 1.87875 1.94000 2.03000 2.13125 2.23125 2.33000 2.44500 2.56000 2.68000 2.79000 2.89750 3.00250 2001.4 qtr 2.05141 1.89125 1.87813 1.87375 1.87500 1.88125 1.91125 1.94250 1.98125 2.05063 2.11625 2.18125 2.26625 2.35625 2.44250 2001.3 qtr 3.56531 2.66094 2.65250 2.63000 2.59000 2.59000 2.56250 2.54250 2.52250 2.52375 2.53000 2.53250 2.57000 2.60750 2.64250 2001.2 qtr 4.24000 3.88000 3.87125 3.86250 3.84313 3.83625 3.84000 3.85000 3.90875 3.94250 3.98000 4.02188 4.07625 4.13000 4.18375 2001.1 qtr 5.66813 5.11750 5.11125 5.08000 4.97750 4.87875 4.82000 4.76500 4.71000 4.69000 4.67188 4.66000 4.66000 4.66500 4.66750 2000.4 qtr na 6.61250 na 6.56125 6.48625 6.39875 6.33000 6.27000 6.20375 6.15250 6.10125 6.06250 6.04000 6.02000 6.00000 2000.3 qtr na 6.61125 na 6.61750 6.64000 6.81125 6.78000 6.77000 6.76000 6.76000 6.77000 6.77188 6.78250 6.79250 6.80125 2000.2 qtr na 6.63500 na 6.64188 6.68625 6.76938 6.83000 6.88000 7.00000 7.02750 7.05625 7.08000 7.11625 7.14625 7.18000 2000.1 qtr na 6.13313 na 6.13250 6.19000 6.29000 6.37000 6.45000 6.52625 6.60500 6.68125 6.77625 6.83375 6.88875 6.94375 1999.4 qtr na 5.92344 na 5.82750 5.90375 6.00375 6.05250 6.09375 6.13000 6.19375 6.25375 6.31000 6.37500 6.43625 6.50000 1999.3 qtr na 5.39375 na 5.40000 5.47125 6.08375 5.98250 5.97125 5.96125 5.96750 5.97250 5.98375 6.00125 6.01625 6.03500 1999.2 qtr na 5.27625 na 5.23625 5.30000 5.36750 5.42125 5.45250 5.65000 5.67125 5.69125 5.71500 5.75250 5.80125 5.84000 1999.1 qtr na 4.92719 na 4.93719 4.97000 5.00000 5.01500 5.03766 5.06000 5.08000 5.10422 5.18500 5.20859 5.23000 5.25000 1998.4 qtr na 5.13250 na 5.06406 5.06563 5.06563 5.06563 5.06563 5.06563 5.06688 5.06688 5.06813 5.07688 5.07938 5.09844 1998.3 qtr na 5.37500 na 5.37500 5.34375 5.31250 5.28125 5.25000 5.24609 5.19922 5.17969 5.12500 5.09766 5.08594 5.06250 1998.2 qtr na 5.66797 na 5.66016 5.68750 5.71875 5.71875 5.75000 5.78125 5.78125 5.78125 5.81250 5.81250 5.82031 5.84375 1998.1 qtr na 5.65625 na 5.68750 5.68750 5.71094 5.71875 5.73438 5.75000 5.76953 5.78906 5.81641 5.84375 5.87109 5.89063 1997.4 qtr na na na 5.71875 5.75391 5.81250 5.81250 5.81250 5.84375 5.85547 5.87500 5.90625 5.91797 5.93750 5.96875 1997.3 qtr na na na 5.65625 5.68750 5.76953 5.78125 5.81250 5.84375 5.85547 5.87500 5.87500 5.93750 5.96875 6.00000 1997.2 qtr na na na 5.68750 5.71875 5.78125 5.81250 5.84375 5.90625 5.93750 5.96875 6.00000 6.03516 6.06250 6.12500 1997.1 qtr na na na 5.68750 5.72266 5.77344 5.82031 5.87891 5.93750 6.00000 6.05469 6.12500 6.18750 6.21875 6.27344 1996.4 qtr na na na 5.50000 5.52734 5.56250 5.56250 5.56250 5.60156 5.62500 5.66406 5.68750 5.73047 5.75000 5.78906 1996.3 qtr na na na 5.43359 5.49609 5.62500 5.65625 5.68750 5.73438 5.75000 5.81250 5.84766 5.89453 5.94531 5.98828 1996.2 qtr na na na 5.49609 5.51953 5.58203 5.64453 5.69922 5.78906 5.81641 5.87500 5.93750 6.00000 6.06250 6.12500 1996.1 qtr na na na 5.43750 5.43750 5.47266 5.47266 5.48047 5.50000 5.56250 5.56250 5.62500 5.67578 5.68750 5.72266 1995.4 qtr na na na 5.68750 5.62500 5.62500 5.57031 5.55078 5.50781 5.50000 5.48438 5.43750 5.42969 5.42578 5.42578 1995.3 qtr na na na 5.87500 5.87891 5.95313 5.94141 5.94141 5.94531 5.94531 5.94531 5.95703 5.98438 5.98438 6.00000 1995.2 qtr na na na 6.12500 6.06250 6.05859 6.00000 5.99609 5.99609 5.99219 5.98828 5.98438 5.98438 5.98438 5.98438 1995.1 qtr na na na 6.12500 6.18750 6.25000 6.31250 6.40625 6.50000 6.53125 6.56250 6.62500 6.68750 6.75000 6.81250 1994.4 qtr na na na 6.00000 6.25000 6.50000 6.68750 6.81250 7.00000 7.12500 7.25000 7.37500 7.50000 7.62500 7.75000 1994.3 qtr na na na 5.05469 5.18750 5.50000 5.57031 5.68750 5.75000 5.81250 5.92188 6.00000 6.12500 6.18750 6.31250 1994.2 qtr na na na 4.56250 4.75000 4.87500 4.96875 5.09375 5.25000 5.33594 5.45313 5.56250 5.67188 5.75000 5.81250 1994.1 qtr na na na 3.68750 3.81250 3.93750 4.06250 4.18750 4.25000 4.31250 4.37500 4.50000 4.56250 4.63281 4.75000 1993.4 qtr na na na 3.25000 3.31250 3.37500 3.37500 3.43750 3.50000 3.53906 3.56250 3.62500 3.68750 3.75000 3.81250 1993.3 qtr na na na 3.18750 3.18750 3.37500 3.37500 3.37500 3.37500 3.43750 3.43750 3.50000 3.50000 3.51563 3.56250 1993.2 qtr na na na 3.18750 3.25000 3.31250 3.37500 3.43750 3.50781 3.56250 3.58594 3.62500 3.68750 3.68750 3.75000 1993.1 qtr na na na 3.18750 3.22656 3.25000 3.28125 3.31250 3.37500 3.39063 3.43750 3.50000 3.51563 3.56250 3.62500 1992.4 qtr na na na 3.31250 3.37500 3.43750 3.50000 3.56250 3.62500 3.68750 3.75000 3.81250 3.87500 3.99219 4.06250 1992.3 qtr na na na 3.18750 3.18750 3.26563 3.25781 3.26563 3.26563 3.31250 3.31250 3.31250 3.35156 3.37500 3.37500 1992.2 qtr na na na 3.93750 3.93750 3.93750 4.00000 4.00000 4.06250 4.12500 4.12500 4.18750 4.25000 4.25000 4.31250 1992.1 qtr na na na 4.25000 4.31250 4.36719 4.42969 4.50000 4.50781 4.61719 4.68750 4.81250 4.93750 5.00000 5.06250 1991.4 qtr na na na 4.31250 4.25000 4.25000 4.25000 4.23438 4.23438 4.25000 4.25000 4.25000 4.25000 4.28125 4.31250 1991.3 qtr na na na 5.43750 5.43750 5.62500 5.62500 5.62500 5.62500 5.68750 5.68750 5.68750 5.74219 5.75000 5.75000 1991.2 qtr na na na 6.06250 6.12500 6.18750 6.31250 6.37500 6.56250 6.62500 6.68750 6.75000 6.81250 6.92188 7.00000 1991.1 qtr na na na 6.31250 6.37500 6.37500 6.43750 6.50000 6.56250 6.62500 6.68750 6.81250 6.87500 6.93750 7.00000 1990.4 qtr na na na 7.62500 7.62500 7.57813 7.56250 7.56250 7.56250 7.56250 7.56250 7.56250 7.56250 7.56250 7.56250 1990.3 qtr na na na 8.26563 8.31250 8.31250 8.31250 8.31250 8.31250 8.31250 8.31250 8.37500 8.37500 8.42188 8.43750 1990.2 qtr na na na 8.31250 8.31250 8.37500 8.37500 8.37500 8.37500 8.43750 8.43750 8.43750 8.43750 8.43750 8.43750 1990.1 qtr na na na 8.37500 8.43750 8.50000 8.56250 8.62500 8.68750 8.75000 8.75000 8.81250 8.87500 8.87500 8.93750 1989.4 qtr na na na 8.50000 8.43750 8.37500 8.37500 8.31250 8.31250 8.25000 8.25000 8.25000 8.25000 8.25000 8.25000 1989.3 qtr na na na 9.12500 9.12500 9.18750 9.12500 9.12500 9.12500 9.06250 9.06250 9.06250 9.06250 9.06250 9.06250 1989.2 qtr na na na 9.43750 9.37500 9.31250 9.18750 9.12500 9.12500 9.07813 9.06250 9.06250 9.06250 9.00000 9.00000 1989.1 qtr na na na 10.06250 10.25000 10.31250 10.43750 10.56250 10.68750 10.75000 10.81250 10.93750 10.93750 11.00000 11.06250 1988.4 qtr na na na 9.18750 9.25000 9.31250 9.37500 9.43750 9.43750 9.43750 9.50000 9.50000 9.56250 9.56250 9.62500 1988.3 qtr na na na 8.31250 8.37500 8.62500 8.68750 8.75000 8.75000 8.75000 8.81250 8.81250 8.87500 8.93750 8.93750 1988.2 qtr na na na 7.81250 7.87500 7.93750 7.93750 7.93750 8.06250 8.12500 8.12500 8.18750 8.25000 8.31250 8.37500 1988.1 qtr na na na 6.79688 6.85938 6.90625 7.00000 7.06250 7.12500 7.18750 7.25000 7.37500 7.43750 7.50000 7.56250 1987.4 qtr na na na 7.12500 7.31250 7.43750 7.43750 7.50000 7.50000 7.56250 7.62500 7.68750 7.75000 7.81250 7.87500 1987.3 qtr na na na 7.75000 7.87500 8.37500 8.37500 8.43750 8.50000 8.60938 8.73438 8.81250 8.87500 8.93750 9.00000 1987.2 qtr na na na 7.06250 7.12500 7.18750 7.25000 7.31250 7.37500 7.43750 7.50000 7.56250 7.62500 7.68750 7.75000 1987.1 qtr na na na 6.57813 6.62500 6.68750 6.68750 6.68750 6.68750 6.68750 6.68750 6.75000 6.75000 6.81250 6.81250 1986.4 qtr na na na na na na na na na na na na na na na