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*** US AND UK LIBOR FIXINGS: - US: O/N........>

LIBOR
LIBOR: *** US AND UK LIBOR FIXINGS:
- US:
O/N 2.345   -0.00675
1W  2.3785   0.00212
1M  2.41338  0.00125
3M  2.43575 -0.01488
6M  2.34875 -0.023
12M 2.33763 -0.0085
- UK:
O/N 0.6725   0.00237
1W  0.69288 -0.007
1M  0.72375 -0.00038
3M  0.78563  0.00313
6M  0.865   -0.00113
12M 0.972   -0.00313

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