USD LIBOR
  LTP 
LIBOR USD 1-MONTH
  2.120
LIBOR USD 2-MONTH
  2.212
LIBOR USD 3-MONTH
  2.323
LIBOR USD 6-MONTH
  2.539
LIBOR USD 12-MONTH
  2.43
EUR LIBOR
  LTP
LIBOR EUR 1-MONTH
  -0.390
LIBOR EUR 2-MONTH
  -0.368
LIBOR EUR 3-MONTH
  -0.353
LIBOR EUR 6-MONTH
  -0.317
LIBOR EUR 12-MONTH
  -0.217
USD INTEREST RATE SWAP RATES
BID
ASK
USD Int Rate Swap(Semi/3mo)2y
2.820 2.860
USD Int Rate Swap (Semi/3Mo)3Y
2.863 2.903
USD Int Rate Swap (Semi/3Mo)4Y
2.875 2.915
USD Int Rate Swap (Semi/3Mo)5Y
2.880 2.920
USD Int Rate Swap (Semi/3Mo)6Y
2.888 2.928
USD Int Rate Swap (Semi/3Mo)7Y
2.897 2.937