(bps)
(bps)
(bps)
(bps)
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| Rate | Day | Week | Month | Year | |||||||||||
| 10-Feb-12 | 9-Feb-12 | 3-Feb-12 | 11-Jan-12 | 10-Feb-11 | |||||||||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|||||||
| LIBOR Rates | |||||||||||||||
| LIBOR overnight
|
0.142% | 0.142% | - | 0.141% | +0 | 0.147% | -1 | 0.234% | -9 | ||||||
| LIBOR 1 Week
|
0.191% | 0.192% | +0 | 0.195% | +0 | 0.204% | -1 | 0.252% | -6 | ||||||
| LIBOR 2 Week
|
0.218% | 0.219% | +0 | 0.222% | +0 | 0.240% | -2 | 0.257% | -4 | ||||||
| LIBOR 1 Month
|
0.250% | 0.253% | +0 | 0.260% | -1 | 0.290% | -4 | 0.266% | -2 | ||||||
| LIBOR 2 Month
|
0.370% | 0.376% | -1 | 0.386% | -2 | 0.426% | -6 | 0.288% | +8 | ||||||
| LIBOR 3 Month
|
0.506% | 0.510% | +0 | 0.523% | -2 | 0.571% | -7 | 0.313% | +19 | ||||||
| LIBOR 4 Month
|
0.600% | 0.602% | +0 | 0.614% | -1 | 0.654% | -5 | 0.352% | +25 | ||||||
| LIBOR 5 Month
|
0.678% | 0.679% | +0 | 0.691% | -1 | 0.727% | -5 | 0.410% | +27 | ||||||
| LIBOR 6 Month
|
0.758% | 0.759% | +0 | 0.768% | -1 | 0.807% | -5 | 0.465% | +29 | ||||||
| LIBOR 7 Month
|
0.808% | 0.808% | - | 0.818% | -1 | 0.854% | -5 | 0.518% | +29 | ||||||
| LIBOR 8 Month
|
0.856% | 0.857% | +0 | 0.867% | -1 | 0.909% | -5 | 0.570% | +29 | ||||||
| LIBOR 9 Month
|
0.903% | 0.905% | +0 | 0.917% | -1 | 0.960% | -6 | 0.630% | +27 | ||||||
| LIBOR 10 Month
|
0.954% | 0.955% | +0 | 0.967% | -1 | 1.012% | -6 | 0.684% | +27 | ||||||
| LIBOR 11 Month
|
1.009% | 1.012% | +0 | 1.024% | -2 | 1.065% | -6 | 0.734% | +28 | ||||||
| LIBOR 1 Year
|
1.070% | 1.072% | +0 | 1.084% | -1 | 1.124% | -5 | 0.797% | +27 | ||||||