7/30/2019 ECB libor interest

1/4

Apr-08

1-Apr 2-Apr 3-Apr 4-Apr 7-Apr 8-Apr 9-Apr 10-Apr 11-Apr 14-Apr 15-Apr 16-Apr 17-Apr 18-Apr 21-Apr 22-Apr 23-Apr 24-Apr 25-Apr 28-Apr 29-Apr 30-Apr

EUR

s/n-o/n 4.05750 4.04750 4.04750 3.96000 3.96000 3.93875 4.03625 4.03125 4.02000 4.02000 3.90000 4.01000 4.00125 3.96250 3.88750 3.91250 3.97000 4.03125 4.05500 4.08375 4.10500 4.23750

1w 4.24875 4.23500 4.22125 4.21125 4.20000 4.21375 4.23125 4.22625 4.22563 4.23000 4.23563 4.22063 4.21938 4.21750 4.21375 4.26375 4.24625 4.25250 4.25750 4.26313 4.25500 4.26063

2w 4.25625 4.25000 4.24375 4.23813 4.23125 4.24063 4.26500 4.26000 4.26000 4.26625 4.30000 4.30625 4.30438 4.30625 4.30813 4.30375 4.29125 4.29500 4.30000 4.30563 4.29875 4.30125

1m 4.35688 4.35188 4.35125 4.34938 4.34750 4.35063 4.35313 4.35938 4.36375 4.36688 4.37063 4.37250 4.37063 4.37375 4.37750 4.38813 4.38688 4.38563 4.38813 4.38688 4.38563 4.38688

2m 4.54313 4.54500 4.54438 4.54500 4.54375 4.54500 4.55000 4.55000 4.55563 4.56375 4.56813 4.56688 4.57313 4.57688 4.58250 4.59250 4.59375 4.59875 4.60625 4.60688 4.67813 4.68125

3m 4.73375 4.74000 4.74250 4.74500 4.74375 4.74188 4.74375 4.74375 4.74750 4.75438 4.76125 4.77500 4.78000 4.79188 4.80438 4.82313 4.82875 4.83375 4.84563 4.84500 4.85500 4.85563

4m 4.73375 4.74000 4.74438 4.74563 4.74500 4.74313 4.74500 4.74563 4.74750 4.75750 4.76438 4.77875 4.78500 4.79438 4.80750 4.83375 4.84000 4.84563 4.85813 4.85750 4.86688 4.86750

5m 4.73375 4.74000 4.74438 4.74625 4.74625 4.74500 4.74500 4.74563 4.74750 4.75875 4.76438 4.78000 4.78688 4.79438 4.81188 4.84000 4.85000 4.85375 4.86750 4.86750 4.87625 4.87750

6m 4.73688 4.74000 4.74750 4.74813 4.74938 4.74938 4.75000 4.75000 4.75000 4.75875 4.76813 4.78313 4.79250 4.79813 4.81563 4.84875 4.86813 4.86688 4.87938 4.88063 4.88625 4.88438

7m 4.73688 4.74313 4.75000 4.75188 4.75125 4.75125 4.75000 4.75000 4.75188 4.76125 4.76813 4.78313 4.79250 4.79813 4.81750 4.85125 4.88000 4.87938 4.89313 4.89313 4.89688 4.89250

8m 4.73688 4.74375 4.75063 4.75188 4.75188 4.75125 4.75125 4.75000 4.75188 4.76188 4.76813 4.78313 4.79250 4.79813 4.81750 4.85938 4.89500 4.89375 4.90938 4.90875 4.90938 4.905639m 4.73625 4.74500 4.75313 4.75500 4.75188 4.75125 4.75125 4.75000 4.75500 4.76125 4.76875 4.78375 4.79500 4.80250 4.82188 4.86500 4.91188 4.90938 4.92688 4.92313 4.92625 4.91813

10m 4.73625 4.74500 4.75375 4.75563 4.75188 4.75188 4.75125 4.75125 4.75500 4.76125 4.76875 4.78500 4.79750 4.80500 4.82313 4.86875 4.92313 4.91938 4.93938 4.93688 4.93813 4.93063

11m 4.73625 4.74500 4.75375 4.75563 4.75188 4.75188 4.75125 4.75125 4.75500 4.76125 4.77000 4.78500 4.79813 4.80500 4.82438 4.87750 4.93688 4.92938 4.94875 4.94938 4.94938 4.94125

12m 4.73625 4.74500 4.75375 4.75563 4.75188 4.75188 4.75125 4.75125 4.75500 4.76125 4.77000 4.78500 4.80063 4.80500 4.82563 4.88125 4.94438 4.93875 4.96500 4.96750 4.96563 4.95688

Jun-08

2-Jun 3-Jun 4-Jun 5-Jun 6-Jun 9-Jun 10-Jun 11-Jun 12-Jun 13-Jun 16-Jun 17-Jun 18-Jun 19-Jun 20-Jun 23-Jun 24-Jun 25-Jun 26-Jun 27-Jun 30-Jun

EUR

s/n-o/n 4.05375 4.05000 4.01125 4.00250 3.98375 3.98125 4.10750 4.04625 4.03875 4.03250 4.03625 4.03375 4.02500 4.01875 4.00500 4.00250 4.00375 3.97000 3.91125 3.74250 4.20875

1w 4.21000 4.20438 4.17875 4.16688 4.15750 4.17188 4.17938 4.14500 4.14063 4.12563 4.13000 4.13500 4.12625 4.12000 4.42500 4.41125 4.36875 4.31063 4.24375 4.13938 4.13063

2w 4.25625 4.24813 4.23000 4.22500 4.21875 4.22688 4.22438 4.21750 4.20188 4.41750 4.41875 4.42125 4.41813 4.41750 4.42250 4.41813 4.40375 4.35688 4.31625 4.24688 4.24750

1m 4.46219 4.46500 4.45938 4.45625 4.47625 4.47375 4.47125 4.47125 4.47188 4.46875 4.47125 4.48063 4.48000 4.49250 4.48938 4.48938 4.48938 4.48063 4.46000 4.43688 4.43938

2m 4.68688 4.68688 4.68688 4.68688 4.75250 4.74813 4.74688 4.74500 4.74688 4.74750 4.74813 4.74813 4.74875 4.75188 4.75500 4.75063 4.74938 4.74813 4.74563 4.73563 4.73500

3m 4.86406 4.86281 4.86188 4.86438 4.96000 4.96125 4.95938 4.95500 4.95500 4.95688 4.95813 4.95875 4.95625 4.95938 4.95688 4.95563 4.95750 4.95500 4.95438 4.94875 4.94938

4m 4.89000 4.88750 4.89250 4.89688 4.99875 5.00125 5.00813 5.00250 5.00688 5.01563 5.01438 5.01188 5.01313 5.01500 5.01438 5.01188 5.01313 5.00750 4.99938 4.99750 4.99750

5m 4.91000 4.90750 4.91438 4.91938 5.05500 5.06375 5.06688 5.06313 5.06688 5.07375 5.06813 5.06750 5.06750 5.07188 5.07188 5.06688 5.07063 5.06563 5.06063 5.05813 5.05688

6m 4.92875 4.92938 4.93688 4.93938 5.11250 5.12000 5.12063 5.11938 5.12125 5.12938 5.12500 5.12500 5.12375 5.12500 5.12500 5.12625 5.12500 5.12375 5.12125 5.13000 5.12938

7m 4.95875 4.95875 4.96500 4.97813 5.17375 5.18500 5.18625 5.17250 5.17938 5.18813 5.18813 5.18688 5.18313 5.18500 5.18500 5.17813 5.17625 5.17500 5.17375 5.17000 5.16938

8m 4.98438 4.98313 4.99250 5.00813 5.23000 5.24375 5.24438 5.22313 5.23063 5.24188 5.24313 5.24063 5.23375 5.23625 5.23500 5.22625 5.22875 5.22500 5.22188 5.20688 5.20875

9m 5.01438 5.01438 5.02250 5.03688 5.28000 5.29750 5.29438 5.27438 5.27750 5.29125 5.29063 5.28938 5.28438 5.28438 5.28438 5.27375 5.27813 5.27313 5.26875 5.24813 5.25313

10m 5.04500 5.04375 5.05250 5.06750 5.32875 5.34063 5.33750 5.32250 5.32625 5.34250 5.34375 5.33938 5.33375 5.33375 5.33188 5.32063 5.32500 5.32313 5.31688 5.29438 5.30250

11m 5.06750 5.07000 5.08188 5.09688 5.37250 5.38875 5.38625 5.37250 5.37500 5.39000 5.39000 5.38625 5.37938 5.38375 5.38063 5.36813 5.37188 5.36625 5.36000 5.33875 5.34500

12m 5.09625 5.09938 5.10625 5.12688 5.42000 5.43625 5.43500 5.41688 5.42125 5.43625 5.43500 5.43375 5.42750 5.43188 5.42875 5.41625 5.41938 5.41625 5.40813 5.38750 5.39375

*** Rates are supplied for free on a seven day delay. More current rates are subject to a licence. For more information on licencing please contact libor@bba.org.uk

Aug-08 1-Aug 4-Aug 5-Aug 6-Aug 7-Aug 8-Aug 11-Aug 12-Aug 13-Aug 14-Aug 15-Aug 18-Aug 19-Aug 20-Aug 21-Aug 22-Aug 25-Aug 26-Aug 27-Aug 28-Aug 29-Aug

EUR

s/n-o/n 4.29125 4.29000 4.30125 4.30000 4.30875 4.30625 4.30000 4.32875 4.30375 4.29688 4.29375 4.29500 4.29625 4.27500 4.26500 4.26563 4.27000 4.27625 4.29375 4.29750 4.36875

1w 4.38688 4.39188 4.39500 4.39313 4.39250 4.39313 4.39000 4.39000 4.39000 4.38750 4.38875 4.38688 4.38438 4.37875 4.39625 4.40000 4.40563 4.40813 4.40375 4.39563 4.39563

2w 4.41250 4.41688 4.41688 4.41938 4.42000 4.42000 4.42188 4.42188 4.42188 4.42563 4.43063 4.43250 4.43125 4.43000 4.42688 4.43063 4.43313 4.43313 4.43063 4.42125 4.42250

1m 4.47813 4.48188 4.48250 4.47813 4.48063 4.47813 4.48188 4.48063 4.48188 4.48063 4.48250 4.48375 4.47938 4.47813 4.47375 4.47375 4.47938 4.47875 4.47688 4.50250 4.50438

2m 4.75563 4.75813 4.75813 4.75813 4.75813 4.75813 4.75750 4.75625 4.75563 4.75438 4.75563 4.75625 4.75688 4.75563 4.75250 4.75250 4.75438 4.75563 4.75500 4.75625 4.75500

3m 4.96313 4.96500 4.96688 4.96438 4.96375 4.96063 4.95938 4.95688 4.95813 4.95625 4.95813 4.95625 4.95688 4.95563 4.95188 4.95188 4.95563 4.95750 4.96000 4.95938 4.95938

4m 5.01688 5.01875 5.02063 5.02313 5.02375 5.01875 5.01938 5.01938 5.01938 5.01938 5.02125 5.02563 5.02438 5.02313 5.02313 5.02375 5.02638 5.02313 5.02438 5.07375 5.07500

5m 5.10500 5.10375 5.10188 5.10625 5.10688 5.09813 5.09625 5.09813 5.10000 5.09813 5.10063 5.10813 5.10688 5.10750 5.10500 5.10750 5.10750 5.10750 5.10625 5.11500 5.11625

7/30/2019 ECB libor interest

2/4

6m 5.15125 5.15625 5.15875 5.16250 5.16375 5.15125 5.15188 5.15188 5.15188 5.15188 5.15438 5.15688 5.15500 5.15563 5.15188 5.15313 5.15325 5.15188 5.15125 5.15688 5.16000

7m 5.17688 5.18063 5.18188 5.18438 5.18625 5.17313 5.17188 5.17188 5.17438 5.17063 5.17563 5.17813 5.17688 5.17563 5.17438 5.17688 5.17563 5.17438 5.17313 5.17938 5.18125

8m 5.20688 5.20813 5.21000 5.20938 5.21063 5.19313 5.19438 5.19500 5.19625 5.19063 5.19563 5.19625 5.19438 5.19625 5.19438 5.19750 5.20000 5.19813 5.19563 5.20375 5.20750

9m 5.24063 5.24188 5.24188 5.24125 5.24188 5.21813 5.22125 5.22313 5.21813 5.21375 5.21563 5.21688 5.21625 5.22313 5.21750 5.22438 5.22713 5.22438 5.22313 5.23313 5.23563

10m 5.27375 5.27688 5.27750 5.27813 5.27750 5.24938 5.25125 5.25250 5.24813 5.24375 5.24688 5.24563 5.24563 5.25375 5.24813 5.25438 5.25688 5.25125 5.25188 5.26125 5.26438

11m 5.32000 5.32063 5.31938 5.31875 5.31563 5.28000 5.28375 5.28375 5.27875 5.27375 5.27563 5.27375 5.27063 5.28000 5.27688 5.28250 5.28625 5.28063 5.27688 5.29250 5.29813

12m 5.35750 5.35625 5.35688 5.35313 5.34938 5.31188 5.32000 5.31563 5.30938 5.30500 5.30563 5.30063 5.29688 5.31000 5.30563 5.31125 5.31238 5.30688 5.30500 5.32375 5.32688

*** Rates are supplied for free on a seven day delay. More current rates are subject to a licence. For more information on licencing please contact libor@bba.org.uk

Sep-08 1-Sep 2-Sep 3-Sep 4-Sep 5-Sep 8-Sep 9-Sep 10-Sep 11-Sep 12-Sep 15-Sep 16-Sep 17-Sep 18-Sep 19-Sep 22-Sep 23-Sep 24-Sep 25-Sep 26-Sep 29-Sep 30-Sep

EUR

s/n-o/n 4.30125 4.30250 4.30813 4.30750 4.31000 4.30375 3.96250 4.30375 4.30000 4.29500 4.49375 4.41750 4.42500 4.34875 4.43625 4.40625 4.41250 4.37500 4.38000 4.06875 3.71250 4.44875

1w 4.39688 4.39875 4.39688 4.39875 4.39625 4.39875 4.39750 4.39875 4.39750 4.39625 4.42938 4.49063 4.50113 4.53750 4.54875 4.65250 4.68500 4.72750 4.77750 4.79250 4.70750 4.828752w 4.42063 4.42188 4.41938 4.42063 4.41813 4.42063 4.42063 4.42000 4.41875 4.41500 4.52375 4.54250 4.54875 4.56763 4.60750 4.65250 4.70500 4.76000 4.82250 4.83750 4.78625 4.87375

1m 4.50813 4.50813 4.51125 4.51250 4.51063 4.51000 4.51250 4.50875 4.51125 4.51188 4.52438 4.53188 4.53750 4.59000 4.64500 4.75750 4.84250 4.91000 4.96750 4.99625 4.99625 5.04250

2m 4.75438 4.75188 4.75625 4.75688 4.75500 4.75813 4.75688 4.75688 4.75625 4.75500 4.76875 4.77313 4.77438 4.78875 4.79750 4.82750 4.84750 4.89750 4.99725 5.01875 5.06375 5.12875

3m 4.95438 4.95188 4.95313 4.95625 4.95500 4.95500 4.95500 4.95313 4.95438 4.95188 4.96563 4.96625 4.97375 4.99500 5.00375 5.02500 5.05250 5.06250 5.11125 5.13875 5.22250 5.27375

4m 5.08063 5.08063 5.08188 5.08563 5.08375 5.08625 5.08625 5.08438 5.08875 5.08938 5.10188 5.10500 5.11188 5.13313 5.14125 5.14750 5.15625 5.16125 5.18500 5.18000 5.23875 5.30500

5m 5.11625 5.11563 5.11750 5.12500 5.12250 5.12938 5.12813 5.12688 5.13125 5.13750 5.14563 5.14563 5.15375 5.17875 5.18625 5.19750 5.20750 5.22000 5.24000 5.23063 5.27000 5.34500

6m 5.15563 5.15438 5.15750 5.16375 5.16375 5.16875 5.16875 5.16750 5.17250 5.17625 5.18375 5.18938 5.20000 5.22563 5.23625 5.24500 5.25750 5.26750 5.29375 5.28750 5.30375 5.37000

7m 5.18000 5.18063 5.18000 5.18875 5.18500 5.19250 5.19125 5.19000 5.19375 5.19625 5.20500 5.21063 5.22313 5.25125 5.25875 5.27500 5.28000 5.29250 5.31500 5.31000 5.32000 5.38500

8m 5.20438 5.20313 5.20313 5.21500 5.20938 5.21750 5.21750 5.21625 5.22000 5.22313 5.22813 5.23500 5.24313 5.27125 5.27875 5.29875 5.30875 5.32125 5.34125 5.33375 5.34125 5.40250

9m 5.23250 5.23313 5.23063 5.24250 5.23688 5.24625 5.24375 5.24125 5.24313 5.24688 5.25313 5.25688 5.26688 5.29250 5.30625 5.32750 5.33375 5.34750 5.36625 5.35500 5.36375 5.41875

10m 5.25688 5.26000 5.25813 5.27125 5.26625 5.27500 5.27313 5.27063 5.27625 5.27813 5.28188 5.28375 5.29625 5.32250 5.33750 5.36750 5.37125 5.38000 5.40250 5.38875 5.39250 5.43500

11m 5.29250 5.29438 5.28938 5.29750 5.29125 5.30250 5.30000 5.29938 5.30063 5.30500 5.30688 5.31313 5.32625 5.34938 5.36875 5.39875 5.41000 5.41625 5.44000 5.42625 5.43000 5.46625

12m 5.32000 5.32313 5.32000 5.32750 5.32000 5.33500 5.33125 5.33000 5.33250 5.33500 5.34063 5.34313 5.35875 5.38188 5.40750 5.43750 5.45000 5.45750 5.48250 5.47000 5.46500 5.49375

*** Rates are supplied for free on a rolling 2 Month delay for a 6 month period. Current and historic rates are subject to a licence. For more information on licencing please contact us via our website or by email: www.bbalibor.com.

Oct-08 1-Oct 2-Oct 3-Oct 6-Oct 7-Oct 8-Oct 9-Oct 10-Oct 13-Oct 14-Oct 15-Oct 16-Oct 17-Oct 20-Oct 21-Oct 22-Oct 23-Oct 24-Oct 27-Oct 28-Oct 29-Oct 30-Oct 31-Oct

EUR

s/n-o/n 4.26875 4.16125 4.10500 4.27375 4.48750 4.35000 3.93625 3.89250 3.77500 3.75000 3.73625 3.75000 3.66125 3.57250 3.55500 3.56750 3.55625 3.54875 3.56250 3.53875 3.54000 3.53375 3.55375

1w 4.82500 4.82500 4.83000 4.84750 4.96125 4.99875 4.76375 4.56500 4.33500 4.13750 4.03125 4.02125 3.98875 3.93750 3.90625 3.89750 3.92750 3.89875 3.90750 3.88875 3.88250 3.85250 3.83750

2w 4.87500 4.88375 4.89125 4.90625 4.98500 5.01625 4.81625 4.65250 4.47500 4.31750 4.23625 4.19250 4.14375 4.11000 4.08000 4.05000 4.04250 4.03125 4.02750 4.01250 4.00250 3.97875 3.95125

1m 5.07375 5.09250 5.10875 5.12250 5.16500 5.18625 5.10875 5.08250 5.01750 4.92625 4.87125 4.78375 4.71750 4.66500 4.63125 4.59625 4.58750 4.58625 4.55625 4.51375 4.47500 4.44500 4.42250

2m 5.14250 5.17000 5.19250 5.19625 5.22625 5.24750 5.21625 5.20500 5.13250 5.04750 5.00250 4.90500 4.85000 4.80750 4.77250 4.74375 4.73125 4.73538 4.71875 4.68250 4.64125 4.66500 4.65688

3m 5.28500 5.31750 5.32750 5.33750 5.37125 5.39125 5.38625 5.36625 5.29875 5.22500 5.17500 5.08125 5.02000 4.98625 4.95875 4.92500 4.91500 4.90750 4.90313 4.85000 4.82750 4.79375 4.76875

4m 5.33125 5.35375 5.36375 5.37125 5.39750 5.40875 5.40625 5.39375 5.31875 5.25000 5.20375 5.11125 5.06625 5.01500 4.98750 4.96250 4.94750 4.94000 4.93125 4.89625 4.86125 4.82375 4.79000

5m 5.37063 5.39375 5.39375 5.39375 5.41625 5.42125 5.42000 5.40750 5.33500 5.26750 5.23250 5.13625 5.08875 5.03500 5.00500 4.98500 4.97250 4.95875 4.94750 4.91750 4.88375 4.83250 4.79813

6m 5.39250 5.41375 5.41250 5.41250 5.43375 5.43500 5.43750 5.42625 5.35125 5.28750 5.24750 5.15625 5.11125 5.05500 5.02625 5.00625 4.99313 4.97625 4.96375 4.93500 4.90063 4.84250 4.80625

7m 5.39750 5.42250 5.41875 5.41750 5.43750 5.44250 5.44875 5.43375 5.36250 5.29625 5.26125 5.17500 5.12625 5.07625 5.04000 5.02625 5.00875 4.98963 4.98000 4.95125 4.91250 4.86438 4.82125

8m 5.41250 5.43625 5.43000 5.42250 5.44250 5.44875 5.45625 5.44500 5.37000 5.30375 5.27375 5.18500 5.13875 5.09000 5.06000 5.03875 5.02000 5.00175 4.99125 4.96125 4.92000 4.87438 4.83250

9m 5.42625 5.44750 5.43875 5.43250 5.45125 5.45563 5.47000 5.45625 5.37750 5.31250 5.28000 5.20250 5.15125 5.10625 5.07125 5.05000 5.03000 5.01000 4.99875 4.97000 4.93250 4.88750 4.84375

10m 5.44125 5.46625 5.45750 5.45000 5.46500 5.46750 5.48000 5.46625 5.38625 5.32000 5.29000 5.21250 5.17000 5.12500 5.08500 5.06000 5.03625 5.01875 5.00875 4.97875 4.94250 4.89875 4.85250

11m 5.47000 5.49000 5.47750 5.46250 5.47500 5.47500 5.48875 5.47250 5.39250 5.32625 5.30000 5.22250 5.18500 5.13875 5.10000 5.07125 5.04500 5.03125 5.01500 4.98500 4.94938 4.90625 4.86250

12m 5.49750 5.51375 5.49625 5.47750 5.48750 5.48500 5.49750 5.47875 5.40000 5.33375 5.30875 5.23375 5.19813 5.15188 5.11500 5.08125 5.05500 5.04000 5.02625 4.99375 4.95875 4.91438 4.87125

*** Rates are supplied for free on a rolling 2 Month delay for a 6 month period. Current and historic rates are subject to a licence. For more information on licencing please contact us via our website or by email: www.bbalibor.com.

Nov-08 3-Nov 4-Nov 5-Nov 6-Nov 7-Nov 10-Nov 11-Nov 12-Nov 13-Nov 14-Nov 17-Nov 18-Nov 19-Nov 20-Nov 21-Nov 24-Nov 25-Nov 26-Nov 27-Nov 28-NovEUR

7/30/2019 ECB libor interest

3/4

s/n-o/n 3.53750 3.50000 3.49375 3.46250 3.42500 3.43500 3.74875 3.16875 3.07875 3.05125 3.00625 2.97625 2.93375 2.90375 2.89000 2.90000 2.90125 2.90000 2.90375 2.94375

1w 3.80375 3.79625 3.75375 3.66375 3.45625 3.36875 3.32875 3.29750 3.26875 3.25250 3.24000 3.23500 3.21000 3.19875 3.18750 3.17000 3.16375 3.15500 3.14250 3.13875

2w 3.92125 3.90625 3.87125 3.78875 3.60875 3.49875 3.44375 3.40125 3.37125 3.34250 3.33500 3.33000 3.28000 3.26750 3.25375 3.23500 3.21625 3.21125 3.20000 3.18000

1m 4.38625 4.34875 4.27875 4.22750 4.07750 3.98375 3.92625 3.88500 3.83000 3.81625 3.77250 3.71250 3.66625 3.60125 3.52625 3.46875 3.42250 3.37125 3.58000 3.56625

2m 4.63813 4.61000 4.56500 4.51250 4.38375 4.30375 4.24125 4.19875 4.16000 4.14625 4.10875 4.08000 4.03875 4.00125 3.94875 3.88375 3.85625 3.81250 3.79125 3.76250

3m 4.73750 4.70625 4.65625 4.59625 4.47250 4.39125 4.32125 4.27375 4.23125 4.22125 4.18750 4.14875 4.10750 4.06000 4.00375 3.97375 3.93000 3.90625 3.87375 3.85125

4m 4.76250 4.73250 4.68875 4.62250 4.51000 4.41875 4.35875 4.31125 4.26000 4.24750 4.22000 4.17625 4.13500 4.08375 4.02438 3.99688 3.96500 3.93750 3.90000 3.87500

5m 4.77500 4.74500 4.70000 4.63750 4.52375 4.43750 4.37250 4.32375 4.27625 4.26625 4.23500 4.19375 4.14875 4.09375 4.03750 4.00875 3.97875 3.94750 3.91750 3.88875

6m 4.78875 4.75875 4.71500 4.65250 4.54125 4.45750 4.38875 4.33250 4.29250 4.28500 4.25375 4.21125 4.16250 4.10750 4.05250 4.02125 3.99500 3.96250 3.93125 3.90125

7m 4.80375 4.77188 4.72625 4.66875 4.55125 4.47250 4.40500 4.34875 4.30625 4.29875 4.26625 4.22125 4.17500 4.11875 4.06375 4.03375 4.00375 3.97125 3.94250 3.91250

8m 4.81500 4.78125 4.73563 4.68000 4.56250 4.48625 4.42000 4.36125 4.32000 4.31188 4.27625 4.23500 4.18625 4.12875 4.07500 4.04500 4.01500 3.98000 3.95125 3.92500

9m 4.82375 4.79188 4.74313 4.68750 4.56750 4.49625 4.43125 4.37125 4.33500 4.32375 4.28750 4.24625 4.19625 4.13750 4.08125 4.05625 4.02750 3.99125 3.96125 3.93500

10m 4.83250 4.80000 4.75063 4.69125 4.57875 4.50875 4.44250 4.38250 4.34875 4.33625 4.30125 4.26000 4.20625 4.15000 4.09250 4.06563 4.03625 4.00063 3.97000 3.94375

11m 4.83375 4.80563 4.75875 4.69750 4.58500 4.51625 4.45125 4.39000 4.35875 4.34625 4.31125 4.26875 4.21250 4.15750 4.10375 4.07125 4.04500 4.00625 3.97625 3.9500012m 4.84500 4.81250 4.76625 4.70500 4.59375 4.52875 4.45875 4.40125 4.36750 4.35500 4.32500 4.28000 4.22375 4.16500 4.11250 4.08000 4.05375 4.01375 3.98250 3.95750

*** Rates are supplied for free on a rolling 2 Month delay for a 6 month period. Current and historic rates are subject to a licence. For more information on licencing please contact us via our website or by email: www.bbalibor.com.

Dec-08 1-Dec 2-Dec 3-Dec 4-Dec 5-Dec 8-Dec 9-Dec 10-Dec 11-Dec 12-Dec 15-Dec 16-Dec 17-Dec 18-Dec 19-Dec 22-Dec 23-Dec 24-Dec 29-Dec 30-Dec 31-Dec

EUR

s/n-o/n 2.92500 2.90000 2.90375 2.89000 2.87250 2.86500 2.94000 2.32500 2.27750 2.27500 2.24375 2.20375 2.19500 2.16250 2.13500 2.14250 2.11500 2.17750 2.14375 2.12500 2.20750

1w 3.12625 3.09125 3.01500 2.85750 2.70000 2.62625 2.54875 2.50375 2.47000 2.43000 2.40500 2.38638 2.34813 2.31625 2.29250 2.28500 2.52500 2.53250 2.50625 2.41125 2.36875

2w 3.15125 3.11563 3.09375 2.91750 2.74375 2.67500 2.61250 2.55875 2.52625 2.50875 2.48250 2.69125 2.67500 2.64875 2.64000 2.62438 2.61375 2.59500 2.55875 2.47500 2.43250

1m 3.52375 3.47625 3.41500 3.32625 3.21500 3.15125 3.09375 3.04500 3.01125 2.97250 2.94125 2.90500 2.84875 2.81625 2.79750 2.75688 2.73063 2.70938 2.68000 2.62125 2.58875

2m 3.72875 3.68625 3.64750 3.58500 3.46625 3.38375 3.32250 3.27750 3.22625 3.19250 3.14750 3.10125 3.05500 3.01500 2.97625 2.95063 2.91375 2.88313 2.86250 2.81000 2.77750

3m 3.82375 3.78500 3.74750 3.67500 3.56750 3.49750 3.42000 3.37750 3.32875 3.28875 3.24750 3.20250 3.14500 3.11313 3.07625 3.04938 3.01125 2.98688 2.96438 2.92500 2.89375

4m 3.83875 3.80813 3.77250 3.69375 3.59125 3.53750 3.46625 3.41625 3.36875 3.32375 3.28750 3.24500 3.18688 3.14750 3.11313 3.07938 3.04000 3.01563 2.99125 2.95500 2.92750

5m 3.85000 3.82000 3.78250 3.70500 3.61125 3.55625 3.48875 3.44500 3.39375 3.35125 3.31250 3.27625 3.21250 3.17250 3.13438 3.10375 3.06500 3.03500 3.01250 2.97563 2.95125

6m 3.86375 3.83125 3.79625 3.71625 3.63125 3.57500 3.51625 3.47000 3.41875 3.37250 3.33500 3.30125 3.24375 3.20188 3.16313 3.13250 3.08625 3.05688 3.03500 3.00250 2.97750

7m 3.87875 3.84688 3.81375 3.73313 3.64688 3.59500 3.53750 3.49000 3.43875 3.39625 3.36000 3.32250 3.26188 3.22188 3.18313 3.15438 3.10563 3.07625 3.05375 3.02125 2.99750

8m 3.89125 3.86125 3.82625 3.75000 3.66000 3.61375 3.56000 3.51250 3.46000 3.41250 3.37875 3.34000 3.27750 3.23375 3.19750 3.16563 3.12063 3.08938 3.07000 3.03688 3.01125

9m 3.90313 3.87375 3.83938 3.76500 3.67500 3.63125 3.58000 3.53125 3.47750 3.43250 3.39625 3.35750 3.29250 3.24875 3.21375 3.18188 3.13925 3.10375 3.09000 3.05375 3.02375

10m 3.91125 3.88375 3.84750 3.77375 3.68500 3.64500 3.59375 3.54250 3.49250 3.44875 3.40875 3.37400 3.30750 3.26188 3.22500 3.19500 3.15350 3.12063 3.10125 3.06750 3.03625

11m 3.91875 3.89125 3.85375 3.77875 3.69250 3.65750 3.60625 3.55500 3.50500 3.46250 3.42250 3.38650 3.32063 3.27450 3.23875 3.21000 3.17188 3.13250 3.11375 3.07875 3.04875

12m 3.92500 3.90000 3.86313 3.78500 3.70250 3.66875 3.61750 3.57000 3.51875 3.47500 3.43375 3.39688 3.33500 3.28750 3.24938 3.21938 3.18375 3.14375 3.12375 3.09188 3.05875

*** Rates are supplied for free on a rolling seven day delay. Current rates are subject to a licence. For more information on l icencing please contact libor@bba.org.uk

Jan-09 2-Jan 5-Jan 6-Jan 7-Jan 8-Jan 9-Jan 12-Jan 13-Jan 14-Jan 15-Jan 16-Jan 19-Jan 20-Jan 21-Jan 22-Jan 23-Jan 26-Jan 27-Jan 28-Jan 29-Jan 30-Jan

EUR

s/n-o/n 2.14250 2.11375 2.10625 2.10000 2.09000 2.07125 2.07000 2.06250 2.05875 2.04875 2.03625 2.03625 2.07750 1.40625 1.14375 1.12500 1.11500 1.11125 1.10125 1.12125 1.17500

1w 2.34875 2.31625 2.29250 2.26438 2.22500 2.19813 2.16875 2.14500 2.11000 1.99750 1.94625 1.87000 1.81750 1.63750 1.50375 1.42625 1.38750 1.38250 1.39625 1.39875 1.39875

2w 2.41625 2.37625 2.35125 2.31688 2.28250 2.25125 2.22000 2.18875 2.15163 2.04938 1.98000 1.91750 1.88188 1.74250 1.65250 1.58500 1.53625 1.52500 1.52875 1.52500 1.52000

1m 2.55500 2.52375 2.50438 2.47000 2.43375 2.40188 2.36688 2.31700 2.26438 2.18625 2.10938 2.04875 2.01125 1.95000 1.89875 1.84375 1.80000 1.77000 1.76625 1.75500 1.74250

2m 2.73813 2.71125 2.68375 2.65313 2.61125 2.57750 2.54375 2.49875 2.45000 2.38688 2.31500 2.25813 2.22375 2.15750 2.09625 2.04250 1.99375 1.97000 1.95000 1.94375 1.92625

3m 2.84875 2.81375 2.78250 2.75563 2.71875 2.68875 2.64813 2.60750 2.56125 2.50000 2.45000 2.40750 2.36875 2.30750 2.25313 2.19000 2.14250 2.13250 2.11750 2.10375 2.09063

4m 2.88563 2.85563 2.82775 2.79688 2.75813 2.72188 2.67250 2.63063 2.58875 2.52750 2.48125 2.43438 2.39625 2.34500 2.29125 2.23375 2.18375 2.17000 2.15625 2.13875 2.12875

5m 2.90500 2.87750 2.85250 2.81688 2.78063 2.74688 2.69563 2.64800 2.60875 2.54750 2.51000 2.46125 2.42375 2.36750 2.31375 2.26375 2.21375 2.20000 2.18875 2.16750 2.15625

6m 2.94563 2.91063 2.88313 2.84563 2.80813 2.76813 2.71500 2.67250 2.62738 2.56875 2.53125 2.48438 2.44500 2.39125 2.34000 2.29250 2.25000 2.23625 2.22000 2.19813 2.18563

7m 2.96538 2.93025 2.89738 2.86313 2.82188 2.78125 2.73113 2.68450 2.64113 2.58875 2.55125 2.50250 2.46500 2.40750 2.35588 2.31000 2.27000 2.25813 2.24625 2.21813 2.20313

8m 2.97688 2.94438 2.91188 2.87938 2.83488 2.79500 2.74388 2.69750 2.65713 2.60025 2.56438 2.52375 2.48250 2.42750 2.37300 2.32500 2.28375 2.27500 2.26000 2.23625 2.221259m 2.99375 2.96000 2.92688 2.89500 2.84875 2.80938 2.75563 2.71013 2.66625 2.61688 2.58000 2.53563 2.49375 2.43750 2.38625 2.33875 2.30125 2.29250 2.27625 2.24750 2.23438

7/30/2019 ECB libor interest

4/4

10m 3.00438 2.97500 2.93813 2.90813 2.86175 2.82063 2.76613 2.71863 2.67713 2.62813 2.59250 2.54588 2.50500 2.45125 2.40250 2.35375 2.31500 2.30875 2.29000 2.26750 2.25250

11m 3.01563 2.98438 2.94850 2.92063 2.87125 2.83063 2.77400 2.72725 2.68663 2.63938 2.60288 2.56250 2.52125 2.46750 2.41363 2.36500 2.33125 2.32500 2.30625 2.28625 2.26875

12m 3.02688 2.99938 2.95875 2.93063 2.88150 2.84063 2.78438 2.73688 2.69625 2.65375 2.61275 2.57250 2.53250 2.48000 2.42750 2.37500 2.34250 2.33875 2.32250 2.29750 2.28250

Feb-09

2-Feb 3-Feb 4-Feb 5-Feb 6-Feb 9-Feb 10-Feb 11-Feb 12-Feb 13-Feb 16-Feb 17-Feb 18-Feb 19-Feb 20-Feb 23-Feb 24-Feb 25-Feb 26-Feb 27-Feb

EUR

s/n-o/n 1.12750 1.12500 1.11750 1.11625 1.12125 1.11750 1.21125 1.17375 1.15875 1.14500 1.13125 1.14375 1.14750 1.18250 1.17750 1.18875 1.19125 1.18250 1.19250 1.25000

1w 1.39375 1.37875 1.37375 1.35875 1.34125 1.36375 1.36250 1.37013 1.36375 1.35000 1.33750 1.34625 1.33250 1.34250 1.33750 1.34000 1.33750 1.33625 1.32625 1.32000

2w 1.50375 1.49875 1.49250 1.48750 1.47750 1.46625 1.46125 1.46063 1.47125 1.45000 1.43875 1.44500 1.43000 1.43750 1.43250 1.43000 1.43000 1.41625 1.40375 1.39625

1m 1.73000 1.72000 1.70500 1.69000 1.68500 1.67625 1.65875 1.64988 1.63375 1.61125 1.59250 1.59125 1.58125 1.57375 1.56938 1.56500 1.55625 1.54875 1.53750 1.52375

2m 1.90750 1.89125 1.87625 1.87125 1.85375 1.84813 1.83000 1.82000 1.80750 1.79000 1.77750 1.76313 1.75000 1.74250 1.73250 1.72313 1.71313 1.70375 1.68750 1.67375

3m 2.07625 2.06125 2.05125 2.03875 2.02125 2.00438 1.99250 1.97750 1.95625 1.93500 1.92313 1.91125 1.89875 1.88500 1.87750 1.86813 1.85875 1.84938 1.83563 1.828134m 2.11500 2.09875 2.08625 2.07250 2.05500 2.03813 2.02250 2.01063 1.99125 1.98500 1.96625 1.95625 1.94375 1.93438 1.92438 1.91875 1.90813 1.89625 1.88750 1.86750

5m 2.14000 2.12750 2.11500 2.10375 2.08250 2.06500 2.04500 2.03625 2.01688 2.00875 1.99000 1.97875 1.96625 1.95813 1.95000 1.94375 1.93063 1.92125 1.91188 1.90375

6m 2.16313 2.15500 2.14500 2.13188 2.10750 2.09063 2.07625 2.06313 2.03938 2.03063 2.01750 1.99938 1.98813 1.98250 1.97688 1.97500 1.96813 1.95500 1.94625 1.93875

7m 2.18438 2.17125 2.16250 2.14938 2.13000 2.11000 2.09625 2.08188 2.06000 2.05063 2.03875 2.01813 2.00563 2.00250 1.99688 1.99500 1.98813 1.97500 1.96625 1.95750

8m 2.19750 2.19125 2.18125 2.17063 2.14375 2.12938 2.11375 2.09750 2.07688 2.06875 2.05500 2.03750 2.02500 2.01938 2.01375 2.01000 2.00063 1.98938 1.98063 1.97063

9m 2.21250 2.20750 2.19500 2.18500 2.16250 2.14625 2.13063 2.11750 2.09688 2.08750 2.07313 2.05375 2.04125 2.03813 2.03188 2.02625 2.01688 2.00563 1.99813 1.98813

10m 2.23000 2.22000 2.21000 2.19938 2.17625 2.16188 2.14875 2.13625 2.11500 2.11250 2.09063 2.07563 2.05938 2.05563 2.04813 2.04375 2.03625 2.02438 2.01688 2.00938

11m 2.24625 2.23750 2.22625 2.21625 2.19500 2.17938 2.16750 2.15438 2.13063 2.12063 2.10688 2.09188 2.07500 2.07188 2.06313 2.05750 2.05063 2.04063 2.03188 2.02063

12m 2.26000 2.25000 2.23750 2.22938 2.20750 2.19625 2.18000 2.17188 2.14938 2.13813 2.12313 2.10563 2.09000 2.08563 2.07750 2.07250 2.06625 2.05625 2.04875 2.03625

*** Rates are supplied for free on a rolling seven day delay. Current rates are subject to a licence. For more information on licencing please contact libor@bba.org.uk

Mar-09 2-Mar 3-Mar 4-Mar 5-Mar 6-Mar 9-Mar 10-Mar 11-Mar 12-Mar 13-Mar 16-Mar 17-Mar 18-Mar 19-Mar 20-Mar 23-Mar 24-Mar 25-Mar 26-Mar 27-Mar 30-Mar 31-Mar

EUR

s/n-o/n 1.19125 1.19375 1.20000 1.19375 1.18688 1.17375 1.21375 0.77375 0.79000 0.78688 0.77938 0.77875 0.80250 0.80375 0.81625 0.83438 0.86750 0.87625 0.87375 0.88500 0.91625 1.31750

1w 1.30875 1.29125 1.26375 1.22500 1.15000 1.07500 1.02875 0.98500 0.96500 0.94375 0.92625 0.91750 0.92000 0.91250 0.91375 0.98125 0.99625 1.00500 1.00625 1.00375 1.00000 0.98875

2w 1.38500 1.35875 1.32250 1.28500 1.21625 1.15375 1.11000 1.07000 1.05500 1.03250 1.02750 1.01875 1.01250 1.01000 1.01000 1.02375 1.02875 1.02750 1.03000 1.02250 1.01625 1.00875

1m 1.50813 1.49250 1.47125 1.44250 1.38625 1.36000 1.31188 1.28875 1.26500 1.24000 1.22500 1.21000 1.19750 1.18500 1.17250 1.16625 1.16188 1.15750 1.15063 1.14375 1.12688 1.11750

2m 1.66250 1.65000 1.63250 1.60250 1.56688 1.54625 1.50875 1.48750 1.47000 1.45188 1.42938 1.41625 1.40625 1.38188 1.37250 1.36563 1.36063 1.35625 1.34875 1.34000 1.32563 1.31375

3m 1.81375 1.79875 1.77938 1.75438 1.73188 1.70875 1.68563 1.66563 1.64875 1.64250 1.62500 1.61188 1.60375 1.58125 1.56625 1.55688 1.55438 1.54750 1.53250 1.52500 1.51500 1.50625

4m 1.86188 1.84750 1.83125 1.80938 1.78625 1.76500 1.75625 1.73875 1.72188 1.71313 1.69875 1.68688 1.67188 1.65063 1.64063 1.62813 1.62938 1.62125 1.61375 1.60563 1.59563 1.58375

5m 1.88875 1.87438 1.86125 1.84188 1.82000 1.79375 1.78938 1.77375 1.76188 1.74813 1.73375 1.72875 1.71063 1.69625 1.68750 1.67375 1.67500 1.66750 1.66125 1.65313 1.64250 1.63125

6m 1.92188 1.90438 1.89125 1.87063 1.85563 1.82938 1.82813 1.81500 1.80125 1.79250 1.78313 1.77375 1.76375 1.74188 1.73125 1.72125 1.71875 1.71125 1.70500 1.69500 1.68625 1.67750

7m 1.94500 1.92875 1.91313 1.89625 1.87875 1.85250 1.85125 1.84125 1.83125 1.81813 1.80500 1.80000 1.78688 1.76563 1.76563 1.74688 1.74813 1.74000 1.73500 1.72375 1.71375 1.70500

8m 1.96000 1.94438 1.93125 1.91313 1.89813 1.87375 1.87375 1.86375 1.85625 1.84625 1.83563 1.83063 1.81813 1.79250 1.79000 1.77188 1.77188 1.76625 1.75938 1.75063 1.74000 1.73125

9m 1.97625 1.96000 1.94875 1.93313 1.91625 1.89500 1.89625 1.88625 1.87938 1.86875 1.86000 1.85375 1.84250 1.81688 1.80563 1.79688 1.79563 1.79000 1.78313 1.77500 1.76250 1.7525010m 1.99750 1.98000 1.96875 1.95313 1.93500 1.91375 1.91375 1.90625 1.90188 1.89000 1.88000 1.87438 1.86438 1.83813 1.82875 1.82000 1.82000 1.81500 1.80625 1.79750 1.78688 1.77500

11m 2.01188 1.99438 1.98250 1.96875 1.95250 1.93375 1.93375 1.92625 1.92250 1.91125 1.90375 1.89563 1.88688 1.86375 1.85125 1.84313 1.84125 1.83750 1.83125 1.82250 1.81125 1.79813

12m 2.02938 2.01188 2.00188 1.98688 1.97000 1.95250 1.95125 1.94625 1.94125 1.93125 1.92625 1.91875 1.91063 1.88500 1.87438 1.86375 1.86375 1.86125 1.85500 1.84625 1.83438 1.82563