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Sunday, 15 September 2013


GOFO



LIBOR



LIBORMINUSGOFO

DATE1 Month2 Months3 Months6 Months12 Months1 Month2 Months3 Months6 Months12 Months1 Month2 Months3 Months6 Months12 Months
02-Jan-130.298000.324000.352000.432000.480000.207700.252500.305000.506250.84250-0.09030-0.07150-0.047000.074250.36250
03-Jan-130.290000.320000.346670.420000.468330.207700.252000.305000.503250.83950-0.08230-0.06800-0.041670.083250.37117
04-Jan-130.276670.310000.340000.418330.470000.207700.252500.305000.501250.83850-0.06897-0.05750-0.035000.082920.36850
07-Jan-130.270000.305000.335000.410000.461670.207700.252500.305000.500250.83450-0.06230-0.05250-0.030000.090250.37283
08-Jan-130.275000.308330.338330.395000.448330.207700.252000.305000.500250.83450-0.06730-0.05633-0.033330.105250.38617
09-Jan-130.303330.328330.351670.398330.451670.206700.252000.305000.500000.83400-0.09663-0.07633-0.046670.101670.38233
10-Jan-130.320000.343330.361670.400000.465000.205700.251000.305000.498000.82300-0.11430-0.09233-0.056670.098000.35800
11-Jan-130.318330.343330.361670.406670.460000.205700.251000.304000.496000.82100-0.11263-0.09233-0.057670.089330.36100
14-Jan-130.315000.341670.361670.408330.458330.205700.250000.304000.491000.81900-0.10930-0.09167-0.057670.082670.36067
15-Jan-130.305000.330000.353330.405000.458330.205700.250000.303000.490000.81400-0.09930-0.08000-0.050330.085000.35567
16-Jan-130.268000.302000.322000.392000.448000.205700.250000.303000.487500.80950-0.06230-0.05200-0.019000.095500.36150
17-Jan-130.271670.305000.331670.401670.453330.204700.250000.302000.486500.81000-0.06697-0.05500-0.029670.084830.35667
18-Jan-130.283330.313330.336670.408330.450000.204700.249500.302000.484500.80900-0.07863-0.06383-0.034670.076170.35900
21-Jan-130.280000.318000.340000.408000.452000.204700.249500.302000.483500.80900-0.07530-0.06850-0.038000.075500.35700
22-Jan-130.286670.323330.340000.403330.450000.204700.249500.302000.483500.80900-0.08197-0.07383-0.038000.080170.35900
23-Jan-130.288330.321670.336670.408330.450000.203700.249500.301000.480500.80750-0.08463-0.07217-0.035670.072170.35750
24-Jan-130.290000.328330.343330.408330.445000.203700.248500.300500.476500.79850-0.08630-0.07983-0.042830.068170.35350
25-Jan-130.293330.320000.340000.408330.445000.203700.248500.300500.476500.79650-0.08963-0.07150-0.039500.068170.35150
28-Jan-130.296000.322000.342000.412000.462000.202700.247500.301500.475750.79750-0.09330-0.07450-0.040500.063750.33550
29-Jan-130.303330.330000.346670.408330.450000.201700.246500.300500.475750.79550-0.10163-0.08350-0.046170.067420.34550
30-Jan-130.300000.328330.348330.413330.446670.201700.245500.298500.473150.79050-0.09830-0.08283-0.049830.059820.34383
31-Jan-130.296670.325000.343330.406670.438330.199700.245500.298000.468400.78100-0.09697-0.07950-0.045330.061730.34267
01-Feb-130.296670.318330.336670.410000.443330.199200.246500.295500.467900.77700-0.09747-0.07183-0.041170.057900.33367
04-Feb-130.293330.313330.335000.403330.438330.198200.245500.295500.466900.77300-0.09513-0.06783-0.039500.063570.33467
05-Feb-130.290000.313330.330000.396670.428330.199200.245500.295500.468900.77050-0.09080-0.06783-0.034500.072230.34217
06-Feb-130.290000.306670.326670.393330.428330.199200.246000.293000.467900.76950-0.09080-0.06067-0.033670.074570.34117
07-Feb-130.284000.298000.322000.386000.432000.199200.246000.292000.466900.76750-0.08480-0.05200-0.030000.080900.33550
08-Feb-130.283330.301670.325000.388330.430000.200200.247500.292000.465400.76600-0.08313-0.05417-0.033000.077070.33600
11-Feb-130.273330.288330.311670.378330.426670.202200.247500.293100.464900.76500-0.07113-0.04083-0.018570.086570.33833
12-Feb-130.253330.270000.295000.361670.418330.201200.246000.292100.465900.76400-0.05213-0.02400-0.002900.104230.34567
13-Feb-130.228330.260000.280000.350000.413330.201200.246000.290100.464900.76200-0.02713-0.014000.010100.114900.34867
14-Feb-130.203330.225000.250000.331670.401670.201700.247000.290100.464900.76250-0.001630.022000.040100.133230.36083
15-Feb-130.183330.205000.238330.318330.380000.202200.246500.290100.463400.760000.018870.041500.051770.145070.38000
18-Feb-130.180000.200000.226670.310000.373330.200700.245500.289100.462900.760000.020700.045500.062430.152900.38667
19-Feb-130.176670.198330.225000.310000.373330.201700.245500.289100.462900.759500.025030.047170.064100.152900.38617
20-Feb-130.180000.198330.216670.301670.366670.201700.245500.289100.462900.758500.021700.047170.072430.161230.39183
21-Feb-130.186000.198000.214000.300000.374000.201700.245000.288100.461400.756000.015700.047000.074100.161400.38200
22-Feb-130.165000.188330.206670.293330.363330.202700.245000.288100.459900.755500.037700.056670.081430.166570.39217
25-Feb-130.161670.185000.203330.296670.353330.202700.244000.286600.459900.754500.041030.059000.083270.163230.40117
26-Feb-130.145000.171670.198330.290000.348330.203700.243000.286600.456900.752500.058700.071330.088270.166900.40417
27-Feb-130.147500.170000.202500.297500.352500.203700.243500.287100.456900.752500.056200.073500.084600.159400.40000
28-Feb-130.133330.153330.180000.265000.331670.203700.243000.287100.456900.751500.070370.089670.107100.191900.41983
01-Mar-130.138330.156670.170000.258330.325000.203700.241500.284100.456400.749500.065370.084830.114100.198070.42450
04-Mar-130.141670.158330.180000.253330.325000.205200.242500.283100.455400.745000.063530.084170.103100.202070.42000
05-Mar-130.146670.166670.188330.261670.330000.203200.241500.281100.452400.743000.056530.074830.092770.190730.41300
06-Mar-130.150000.180000.190000.266000.322000.202200.240500.279600.449900.738500.052200.060500.089600.183900.41650
07-Mar-130.136670.165000.186670.268330.330000.202200.240500.280600.449400.736500.065530.075500.093930.181070.40650
08-Mar-130.138330.176670.193330.270000.335000.202200.240500.280100.447400.733500.063870.063830.086770.177400.39850
11-Mar-130.142000.182000.204000.276000.330000.202200.240500.280100.446900.733000.060200.058500.076100.170900.40300
12-Mar-130.140000.180000.200000.270000.325000.203200.241500.281100.445900.730500.063200.061500.081100.175900.40550
13-Mar-130.140000.184000.200000.272000.328000.203200.241500.280100.444900.730000.063200.057500.080100.172900.40200
14-Mar-130.138330.176670.205000.261670.318330.203200.241500.280100.444900.729000.064870.064830.075100.183230.41067
15-Mar-130.140000.176670.198330.263330.310000.203200.241500.280100.444900.731000.063200.064830.081770.181570.42100
18-Mar-130.158330.181670.200000.270000.320000.203200.241500.280100.445400.731500.044870.059830.080100.175400.41150
19-Mar-130.181670.201670.218330.276670.328330.203700.242000.282100.447900.735000.022030.040330.063770.171230.40667
20-Mar-130.194000.214000.230000.292000.348000.204700.243000.284100.447900.737000.010700.029000.054100.155900.38900
21-Mar-130.198330.216670.245000.296670.345000.204200.243000.284100.447400.735500.005870.026330.039100.150730.39050
22-Mar-130.206670.226670.251670.303330.348330.204200.243500.284600.447900.73750-0.002470.016830.032930.144570.38917
25-Mar-130.201670.226670.253330.298330.343330.204200.242500.283100.445900.731000.002530.015830.029770.147570.38767
26-Mar-130.206670.228330.256670.300000.346670.203700.243000.283600.445900.73250-0.002970.014670.026930.145900.38583
27-Mar-130.226670.241670.258330.308330.355000.203700.243000.283600.444900.73150-0.022970.001330.025270.136570.37650
28-Mar-130.241670.263330.276670.313330.365000.203700.243000.282600.444900.73150-0.03797-0.020330.005930.131570.36650
02-Apr-130.235000.258330.273330.308330.358330.202700.241500.282100.443900.72800-0.03230-0.016830.008770.135570.36967
03-Apr-130.225000.243330.260000.306670.348330.201700.241500.281100.442400.72500-0.02330-0.001830.021100.135730.37667
04-Apr-130.193330.211670.233330.290000.338330.200300.240300.280400.442400.723000.006970.028630.047070.152400.38467
05-Apr-130.180000.203330.228330.283330.331670.200300.240300.279400.441900.721000.020300.036970.051070.158570.38933
08-Apr-130.178000.198000.220000.276000.326000.200300.240300.279400.441900.721000.022300.042300.059400.165900.39500
09-Apr-130.176670.193330.211670.268330.325000.199300.240300.278100.441900.721000.022630.046970.066430.173570.39600
10-Apr-130.173330.193330.214000.271670.321670.199300.240300.277100.439900.721000.025970.046970.063100.168230.39933
11-Apr-130.175000.191670.213330.270000.321670.198700.240300.277100.438900.720000.023700.048630.063770.168900.39833
12-Apr-130.173330.190000.208330.268330.320000.199700.240300.277600.437900.719000.026370.050300.069270.169570.39900
15-Apr-130.175000.195000.213330.261670.310000.199700.240300.277600.437900.719000.024700.045300.064270.176230.40900
16-Apr-130.171670.188330.208330.251670.300000.200200.240300.277100.436400.717500.028530.051970.068770.184730.41750
17-Apr-130.190000.202000.216000.252000.302000.199200.239800.276100.432900.715000.009200.037800.060100.180900.41300
18-Apr-130.183330.196670.210000.238330.291670.199200.239800.276100.432900.715000.015870.043130.066100.194570.42333
19-Apr-130.186670.203330.215000.248330.298330.199200.239800.276100.433400.715000.012530.036470.061100.185070.41667
22-Apr-130.181670.200000.216670.251670.296670.199200.239800.275100.432900.715500.017530.039800.058430.181230.41883
23-Apr-130.181670.196670.221670.251670.296670.200200.239800.275600.431400.711000.018530.043130.053930.179730.41433
24-Apr-130.186670.196670.215000.251670.290000.198200.239800.275600.431400.712000.011530.043130.060600.179730.42200
25-Apr-130.185000.196670.215000.248330.293330.198200.239800.275600.430400.711000.013200.043130.060600.182070.41767
26-Apr-130.178330.195000.211670.243330.291670.198200.239800.275600.430400.710500.019870.044800.063930.187070.41883
29-Apr-130.181670.198330.215000.245000.286670.198200.239300.274100.429900.708500.016530.040970.059100.184900.42183
30-Apr-130.176670.190000.205000.230000.271670.198200.237800.273100.425400.704500.021530.047800.068100.195400.43283
01-May-130.180000.195000.205000.228330.263330.198200.237900.273100.425400.704000.018200.042900.068100.197070.44067
02-May-130.178000.186000.194000.224000.258000.198200.237400.273100.425400.703100.020200.051400.079100.201400.44510
03-May-130.170000.185000.195000.225000.256670.198200.237400.275100.425400.702100.028200.052400.080100.200400.44543
07-May-130.160000.171670.183330.205000.256670.199200.237400.275100.428400.703100.039200.065730.091770.223400.44643
08-May-130.156000.166000.184000.210000.254000.199200.237400.275100.428400.703100.043200.071400.091100.218400.44910
09-May-130.093330.100000.113330.155000.216670.199200.237400.275100.427400.702100.105870.137400.161770.272400.48543
10-May-130.084000.096000.106000.148000.220000.199200.237400.275100.426400.701100.115200.141400.169100.278400.48110
13-May-130.038330.058330.071670.131670.205000.199200.236000.275100.426400.701100.160870.177670.203430.294730.49610
14-May-130.003330.031670.048330.103330.175000.198200.235000.274100.423400.695100.194870.203330.225770.320070.52010
15-May-130.035000.056670.076670.118330.188330.198200.235000.274100.420900.689890.163200.178330.197430.302570.50156
16-May-130.048330.068330.080000.123330.188330.198200.234500.274100.419900.689890.149870.166170.194100.296570.50156
17-May-130.048330.065000.078330.121670.185000.196780.233500.273600.419400.688390.148450.168500.195270.297730.50339
20-May-130.050000.071670.085000.126670.183330.196180.050000.071670.085000.126670.183330.196180.233500.273100.41840
21-May-130.065000.081670.095000.131670.188330.196280.232000.274100.418400.685890.131280.150330.179100.286730.49756
22-May-130.003330.060000.075000.088330.130000.188330.195280.231000.273750.418400.685890.135280.156000.185420.28840
23-May-130.048330.066670.085000.130000.188330.193280.230500.272750.417400.685890.144950.163830.187750.287400.49756
24-May-130.048330.060000.076670.123330.186670.193280.230500.272750.417400.685890.144950.170500.196080.294070.49922
28-May-130.030000.042000.066000.122000.186000.192780.229500.272750.415260.684000.162780.187500.206750.293260.49800
29-May-130.016670.033330.055000.110000.196670.193780.231000.275750.416260.690700.177110.197670.220750.306260.49403
30-May-130.025000.045000.063330.115000.185000.193780.230500.274650.416260.688000.168780.185500.211320.301260.50300
31-May-130.073330.088330.106670.145000.201670.194280.228360.275250.414260.689200.120950.140030.168580.269260.48753
03-Jun-130.110000.121670.141670.175000.223330.193980.229200.273250.415260.690200.083980.107530.131580.240260.46687
04-Jun-130.138330.151670.170000.196670.236670.193280.229660.273950.411760.687200.054950.077990.103950.215090.45053
05-Jun-130.141670.158330.173330.196670.236670.193280.230160.274450.412760.686200.051610.071830.101120.216090.44953
06-Jun-130.153330.165000.183330.210000.241670.192880.229860.274250.410260.685200.039550.064860.090920.200260.44353
07-Jun-130.143330.158330.178330.205000.243330.192380.230260.275150.409760.685200.049050.071930.096820.204760.44187
10-Jun-130.140000.153330.171670.210000.248330.192500.230660.274150.411260.683200.052500.077330.102480.201260.43487
11-Jun-130.142000.154000.170000.208000.254000.192500.228760.272250.411260.684700.050500.074760.102250.203260.43070
12-Jun-130.146670.161670.176670.208330.246670.192500.229760.273250.413760.683200.045830.068090.096580.205430.43653
13-Jun-130.153330.171670.190000.216670.251670.192500.230760.273250.414760.678700.039170.059090.083250.198090.42703
14-Jun-130.160000.175000.190000.216670.245000.192500.230260.272750.411260.669100.032500.055260.082750.194590.42410
17-Jun-130.166670.180000.190000.216670.246670.191600.230460.273250.411260.668100.024930.050460.083250.194590.42143
18-Jun-130.170000.180000.195000.222500.257500.191600.230460.272250.409260.668100.021600.050460.077250.186760.41060
19-Jun-130.168330.178330.191670.218330.250000.191600.228960.271750.409260.668100.023270.050630.080080.190930.41810
20-Jun-130.145000.155000.173330.206670.260000.193000.232100.272550.413260.680450.048000.077100.099220.206590.42045
21-Jun-130.101670.113330.118330.168330.240000.193000.232800.272750.413800.682950.091330.119470.154420.245470.44295
24-Jun-130.090000.096670.110000.160000.263330.195350.235360.276750.425410.703150.105350.138690.166750.265410.43982
25-Jun-130.081670.091670.101670.156670.243330.194350.235360.276100.423410.701150.112680.143690.174430.266740.45782
26-Jun-130.081670.088330.096670.141670.233330.195350.236360.275600.421910.697650.113680.148030.178930.280240.46432
27-Jun-130.073330.080000.093330.136670.231670.195050.236160.274000.416800.690650.121720.156160.180670.280130.45898
28-Jun-130.070000.078000.090000.128000.220000.194650.235560.273100.413400.685650.124650.157560.183100.285400.46565
01-Jul-130.078330.086670.091670.131670.235000.195800.236960.273100.414400.690150.117470.150290.181430.282730.45515
02-Jul-130.071670.076670.086670.128330.233330.195280.236640.272900.412900.688150.123610.159970.186230.284570.45482
03-Jul-130.056670.068330.081670.130000.233330.194780.237640.273900.414510.690650.138110.169310.192230.284510.45732
04-Jul-130.035000.051670.061670.115000.231670.194780.237340.270900.414400.691650.159780.185670.209230.299400.45998
05-Jul-130.015000.031670.051670.096670.218330.194780.236840.269900.409900.689650.179780.205170.218230.313230.47132
08-Jul-13-0.06500-0.04333-0.030000.035000.181670.192780.235540.268600.410400.694150.257780.278870.298600.375400.51248
09-Jul-13-0.10600-0.08400-0.07000-0.010000.138000.192760.236040.269100.408400.691650.298760.320040.339100.418400.55365
10-Jul-13-0.11167-0.08000-0.05833-0.001670.140000.192130.235040.269100.408400.693650.303800.315040.327430.410070.55365
11-Jul-13-0.05167-0.02833-0.015000.046670.158330.191030.233540.268100.404000.688350.242700.261870.283100.357330.53002
12-Jul-13-0.04167-0.02333-0.013330.061670.170000.191930.233040.267600.402000.685850.233600.256370.280930.340330.51585
15-Jul-13-0.05500-0.04000-0.023330.061670.185000.191930.233040.267600.403500.689850.246930.273040.290930.341830.50485
16-Jul-13-0.05667-0.04333-0.025000.063330.188330.190530.231340.266200.402000.687190.247200.274670.291200.338670.49886
17-Jul-13-0.06500-0.04667-0.030000.058330.176670.191530.231340.266200.400000.684190.256530.278010.296200.341670.50752
18-Jul-13-0.08167-0.06833-0.055000.041670.160000.191530.231590.266200.398000.680940.273200.299920.321200.356330.52094
19-Jul-13-0.07833-0.06500-0.050000.035000.153330.191030.231090.264700.397500.680940.269360.296090.314700.362500.52761
22-Jul-13-0.07833-0.06500-0.050000.025000.148330.190530.229290.264700.396500.680940.268860.294290.314700.371500.53261
23-Jul-13-0.07167-0.05833-0.043330.033330.156670.190030.230490.265900.396500.675940.261700.288820.309230.363170.51927
24-Jul-13-0.06667-0.04833-0.035000.043330.155000.189330.228890.264300.396500.675440.256000.277220.299300.353170.52044
25-Jul-13-0.06667-0.04833-0.031670.043330.163330.186430.228890.263800.396500.675940.253100.277220.295470.353170.51261
26-Jul-13-0.05333-0.04167-0.023330.050000.166670.186430.227490.265000.395500.673690.239760.269160.288330.345500.50702
29-Jul-13-0.05667-0.04167-0.026670.055000.173330.186430.227490.266000.395500.673190.243100.269160.292670.340500.49986
30-Jul-13-0.05333-0.04167-0.028330.055000.176670.187230.227490.265000.397000.673190.240560.269160.293330.342000.49652
31-Jul-13-0.04833-0.04667-0.03500-0.015000.020000.148330.182560.225720.261200.393000.667100.229230.260720.276200.37300
01-Aug-13-0.05667-0.03333-0.013330.058330.180000.185930.227890.265600.397000.673190.242600.261220.278930.338670.49319
02-Aug-13-0.06000-0.05167-0.018330.058330.183330.185930.227890.266600.396500.674190.245930.279560.284930.338170.49086
05-Aug-13-0.07167-0.05667-0.040000.050000.170000.186030.226990.265400.395500.666390.257700.283660.305400.345500.49639
06-Aug-13-0.08833-0.08000-0.063330.020000.156670.185030.226990.266400.395500.665390.273360.306990.329730.375500.50872
07-Aug-13-0.11000-0.09667-0.085000.001670.138330.185030.226990.266400.395500.665390.295030.323660.351400.393830.52706
08-Aug-13-0.12167-0.10000-0.08333-0.006000.133330.185030.226990.264700.395000.664890.306700.326990.348030.401000.53156
09-Aug-13-0.11500-0.09667-0.08000-0.005000.128330.184560.226720.264700.394500.664890.299560.323390.344700.399500.53656
12-Aug-13-0.10833-0.09000-0.07500-0.001670.130000.184560.226720.264700.395500.665100.292890.316720.339700.397170.53510
13-Aug-13-0.11000-0.09000-0.072500.005000.132500.184060.226220.264200.395500.664600.294060.316220.336700.390500.53210
14-Aug-13-0.11000-0.09333-0.076670.001670.136670.184060.226220.263200.395500.667600.294060.319550.339870.393830.53093
15-Aug-13-0.11000-0.09500-0.080000.002500.137500.184060.226220.263200.394500.667600.294060.321220.343200.392000.53010
16-Aug-13-0.11167-0.09667-0.08167-0.005000.136670.184060.226220.264100.394500.667600.295730.322890.345770.399500.53093
19-Aug-13-0.11000-0.09667-0.08000-0.010000.130000.183560.226220.263100.394500.668320.293560.322890.343100.404500.53832
20-Aug-13-0.11000-0.09667-0.08833-0.010000.131670.182860.225220.262100.394500.667100.292860.321890.350430.404500.53543
21-Aug-13-0.10833-0.10333-0.08833-0.020000.123330.183360.225720.262100.394500.666100.291690.329050.350430.414500.54277
22-Aug-13-0.12167-0.11000-0.09167-0.016670.128330.184060.225720.262100.396500.673100.305730.335720.353770.413170.54477
23-Aug-13-0.10833-0.09333-0.07667-0.010000.136670.184060.225720.262100.396000.675600.292390.319050.338770.406000.53893
27-Aug-13-0.05000-0.04167-0.031670.011670.141670.182560.225720.259400.393500.668100.232560.267390.291070.381830.52643
28-Aug-13-0.04833-0.03833-0.025000.013330.140000.182060.225720.260500.393000.667600.230390.264050.285500.379670.52760
29-Aug-13-0.04667-0.03500-0.015000.020000.148330.182560.225720.261200.393000.667100.229230.260720.276200.373000.51877
30-Aug-13-0.006670.015000.025000.056670.166670.182060.225220.259500.393000.667100.188730.210220.234500.336330.50043
02-Sep-130.001670.013330.025000.060000.158330.182560.225220.259500.393500.668100.180890.211890.234500.333500.50977
03-Sep-130.008330.016670.028330.060000.168330.182060.225220.259500.393500.669100.173730.208550.231170.333500.50077
04-Sep-130.000000.012000.024000.058000.166670.181700.224460.259000.392400.668100.181700.212460.235000.334400.50143
05-Sep-13-0.013330.006670.016670.060000.16833









06-Sep-13-0.01800-0.002000.014000.052000.17333









09-Sep-13-0.015000.013330.025000.061670.16167









10-Sep-13-0.008330.013330.030000.063330.16833









11-Sep-13-0.005000.015000.030000.064000.17500









12-Sep-13-0.010000.016000.025000.065000.16833









13-Sep-130.003330.023330.036670.071670.18333

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