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  • US $, Euro & Cds:dealers SDR Int rate:IMF EONIA:ECB EURONIA & SONIA:WMBA. L A 7 Days Notice:tradition (UK)

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    The document shows market interest rates for various currencies and time periods as of June 5. Overnight rates declined for the US dollar, pound, and Swiss franc but increased for the euro. Rates also declined over the past week, month, and year for most currencies. The three month and one year rates are expected to be higher than the overnight, one week, and one month rates for currencies like the US dollar, euro, pound, and others.

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    The document shows market interest rates for various currencies and time periods as of June 5. Overnight rates declined for the US dollar, pound, and Swiss franc but increased for the euro. Rates also declined over the past week, month, and year for most currencies. The three month and one year rates are expected to be higher than the overnight, one week, and one month rates for currencies like the US dollar, euro, pound, and others.

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    9 views1 page

    US $, Euro & Cds:dealers SDR Int rate:IMF EONIA:ECB EURONIA & SONIA:WMBA. L A 7 Days Notice:tradition (UK)

    Uploaded by

    OMIDCHART
    The document shows market interest rates for various currencies and time periods as of June 5. Overnight rates declined for the US dollar, pound, and Swiss franc but increased for the euro. Rates also declined over the past week, month, and year for most currencies. The three month and one year rates are expected to be higher than the overnight, one week, and one month rates for currencies like the US dollar, euro, pound, and others.

    Copyright:

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    of 1

    MARKET RATES

    Jun 5 Over Change One Three Six One


    night Day Week Month month months months year
    US$ Libor* 2.12500 -0.091 -0.463 -3.226 2.44813 2.67688 2.91875 3.13000
    Euro Libor* 4.00250 -0.009 -0.124 +0.160 4.45625 4.86438 4.93938 5.12688
    £ Libor* 5.05000 -0.029 -0.040 -0.279 5.48938 5.86313 5.97125 6.09375
    Swiss Fr Libor* 2.09667 +0.017 +0.047 -0.023 2.36500 2.77167 2.88667 3.11833
    Yen Libor* 0.56875 -0.009 -0.001 -0.078 0.72750 0.92250 0.99875 1.13250
    Canada Libor* 2.98167 -0.018 -0.098 -1.268 3.00333 3.22167 3.23333 3.50000
    Euro Euribor - - - - 4.46 4.87 4.94 5.13
    Sterling CDs - - - - 5.47 5.84 5.97 6.15
    US$ CDs - - - - 2.40 2.60 2.80 3.05
    Euro CDs - - - - 4.440 4.870 5.015 5.340
    US o`night repo 2.05 -0.100 -1.720 -3.215
    Fed Funds eff 1.98 +0.030 -0.100 -3.320
    US 3m Bills 1.84 +0.025 -0.040 -3.080
    SDR int rate 2.98 Ð +0.010 -1.110
    EONIA 4.00 -0.036 -0.106 +0.171
    EURONIA - - - -
    SONIA - - - -
    LA 7 Day Notice 5.10-5.20
    Over One One Three Six One
    night Week month months months year
    Interbank £ 5.08-5.00 5.08-5.00 5.48-5.40 5.86-5.78 6.00-5.92 6.16-6.08
    *Libor rates come from BBA (see www.bba.org.uk) and are fixed at 11am UK time. Other data sources:
    US $, Euro & Cds: dealers; SDR int rate: IMF; EONIA: ECB; EURONIA & SONIA: WMBA. L A 7 days notice: Tradition (UK).

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