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| Rate | Day | Week | Month | Year | |||||||||||
| 9-Feb-12 | 8-Feb-12 | 2-Feb-12 | 10-Jan-12 | 9-Feb-11 | |||||||||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
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| Eurodollar Deposits (London) | |||||||||||||||
1-Month
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0.35% | 0.35% | - | 0.35% | - | 0.35% | - | 0.32% | +3 | ||||||
3-Month
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0.49% | 0.49% | - | 0.49% | - | 0.49% | - | 0.40% | +9 | ||||||
6-Month
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0.70% | 0.70% | - | 0.69% | +1 | 0.71% | -1 | 0.56% | +14 | ||||||