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Global 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 | | | | | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | 1989q1 | year.qt End of |_________|_________|_________|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_|_-1997q2_| 1997.2 qtr na na na 4.15234 4.15625 4.15625 4.17969 4.17969 4.18750 4.19531 4.21094 4.21875 4.22266 4.23828 4.24609 1997.1 qtr na na na 4.23438 4.24219 4.25000 4.25000 4.26953 4.26953 4.29297 4.30469 4.32031 4.34375 4.35156 4.37500 1996.4 qtr na na na 4.18750 4.18750 4.18750 4.18750 4.18750 4.18750 4.18750 4.18750 4.18750 4.18750 4.18750 4.18750 1996.3 qtr na na na 4.18750 4.18750 4.18750 4.18750 4.19531 4.20703 4.21484 4.23828 4.24609 4.25000 4.30078 4.31250 1996.2 qtr na na na 4.43750 4.43750 4.43750 4.43750 4.43750 4.46094 4.50000 4.54297 4.56250 4.57031 4.62500 4.62500 1996.1 qtr na na na 4.65625 4.64453 4.63672 4.63672 4.63281 4.63281 4.64453 4.66406 4.68750 4.69531 4.73047 4.75000 1995.4 qtr na na na 5.18750 5.18750 5.16406 5.12500 5.12500 5.12500 5.11719 5.11328 5.08203 5.07422 5.06250 5.06250 1995.3 qtr na na na 5.75000 5.75000 5.75000 5.75000 5.75000 5.75000 5.75000 5.75000 5.75000 5.75000 5.75000 5.75000 1995.2 qtr na na na 6.25000 6.25000 6.25000 6.30078 6.31250 6.33594 6.37500 6.41016 6.43359 6.43750 6.44922 6.50000 1995.1 qtr na na na 6.62500 6.68750 6.75000 6.81250 6.81250 6.87500 6.87500 6.93750 6.93750 6.95313 7.00000 7.04688 1994.4 qtr na na na 6.04688 6.23438 6.37500 6.44531 6.62500 6.75000 6.81250 6.87500 6.93750 7.00781 7.11719 7.18750 1994.3 qtr na na na 5.62500 5.75000 6.00000 6.08594 6.17188 6.25000 6.37500 6.50000 6.62500 6.71875 6.85156 6.93750 1994.2 qtr na na na 5.87500 5.93750 5.93750 6.00000 6.00000 6.06250 6.06250 6.12500 6.18750 6.18750 6.25000 6.31250 1994.1 qtr na na na 6.37500 6.32031 6.31250 6.25000 6.25000 6.21484 6.18750 6.18750 6.18750 6.12500 6.12500 6.12500 1993.4 qtr na na na 6.62500 6.50000 6.31250 6.25000 6.18750 6.08594 6.00000 5.87500 5.75000 5.68750 5.62500 5.56250 1993.3 qtr na na na 7.81250 7.75000 7.68750 7.56250 7.43750 7.37500 7.25000 7.11719 6.93750 6.87500 6.81250 6.75000 1993.2 qtr na na na 7.75000 7.50000 7.37500 7.19531 7.07031 7.00000 6.93750 6.81250 6.75000 6.68750 6.62500 6.56250 1993.1 qtr na na na 9.50000 9.18750 9.12500 8.93750 8.75000 8.62500 8.49219 8.31250 8.18750 8.12500 8.06250 8.00000 1992.4 qtr na na na 10.28125 10.31250 10.29688 10.25000 10.16406 10.10156 9.90625 9.66406 9.49219 9.39844 9.30469 9.22656 1992.3 qtr na na na 13.68750 12.85156 12.62500 12.17188 11.89844 11.71094 11.46875 11.24219 11.05469 10.96875 10.92969 10.86719 1992.2 qtr na na na 10.68750 10.68750 10.68750 10.68750 10.68750 10.68750 10.62500 10.62500 10.56250 10.56250 10.50781 10.50000 1992.1 qtr na na na 10.05469 10.11719 10.18750 10.25000 10.29688 10.31250 10.30469 10.25000 10.25000 10.25000 10.25000 10.25000 1991.4 qtr na na na 10.56250 10.58594 10.59375 10.60156 10.57813 10.57031 10.50781 10.43750 10.37500 10.37500 10.31250 10.31250 1991.3 qtr na na na 10.00000 10.00000 10.00000 10.00000 10.00000 10.00000 10.00000 10.00000 9.96875 9.96875 9.96875 9.96875 1991.2 qtr na na na 9.93750 10.06250 10.06250 10.06250 10.12500 10.12500 10.12500 10.07813 10.06250 10.06250 10.06250 10.06250 1991.1 qtr na na na 9.50000 9.50000 9.56250 9.56250 9.56250 9.56250 9.56250 9.56250 9.59375 9.59375 9.59375 9.59375 1990.4 qtr na na na 10.43750 10.50000 10.56250 10.56250 10.62500 10.62500 10.59375 10.56250 10.56250 10.50000 10.50000 10.50000 1990.3 qtr na na na 9.93750 10.12500 10.25000 10.37500 10.50000 10.56250 10.62500 10.64063 10.68750 10.75000 10.81250 10.81250 1990.2 qtr na na na 10.06250 10.21875 10.37500 10.43750 10.51563 10.56250 10.57813 10.62500 10.62500 10.62500 10.68750 10.68750 1990.1 qtr na na na 9.75000 9.93750 10.18750 10.29688 10.50000 10.62500 10.68750 10.68750 10.75000 10.81250 10.81250 10.87500 1989.4 qtr na na na 11.25000 11.31250 11.37500 11.37500 11.43750 11.43750 11.42188 11.37500 11.37500 11.31250 11.31250 11.31250 1989.3 qtr na na na 10.18750 10.31250 10.43750 10.43750 10.43750 10.43750 10.43750 10.43750 10.43750 10.43750 10.43750 10.43750 1989.2 qtr na na na 9.37500 9.43750 9.50000 9.56250 9.65625 9.75000 9.75000 9.75000 9.75000 9.76563 9.79688 9.81250 1989.1 qtr na na na 8.37500 8.56250 8.75000 8.81250 8.96875 9.06250 9.12500 9.17188 9.25000 9.29688 9.32813 9.37500 1988.4 qtr na na na na na na na na na na na na na na na