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WFE Focus January 2011
Short term interest rates
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Libor market rates Over night 1-month % 3-month 6-month One-year %
End-Dec 10 End-Dec 09 End-Dec 10 End-Dec 09 End-Dec 10 End-Dec 09 End-Dec 10 End-Dec 09 End-Dec 10 End-Dec 09
US Dollar 0,25 0,17 0,26 0,23 0,30 0,25 0,46 0,43 0,78 0,98
Euro 0,37 0,29 0,71 0,41 0,94 0,66 1,18 0,97 1,47 1,22
Sterling 0,57 0,51 0,59 0,52 0,76 0,61 1,05 0,84 1,51 1,25
Yen 0,10 0,12 0,13 0,17 0,19 0,28 0,35 0,48 0,57 0,69
Swiss Franc 0,10 0,06 0,14 0,11 0,17 0,25 0,24 0,34 0,52 0,64
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