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536-7a_quote[1] - Apr 20 Euro Danish Krone Sterling Swiss...

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Euro 1.37 - 1.19 1.20 - 1.05 1.26 - 1.17 1.40 - 1.31 1.69 - 1.57 2.14 - 1.94 Danish Krone 1.10 - 0.70 1.29 - 0.89 1.34 - 0.94 1.52 - 1.02 1.75 - 1.25 2.13 - 1.98 Sterling 0.65 - 0.50 0.77 - 0.57 0.68 - 0.56 1.08 - 0.78 1.13 - 0.93 1.59 - 1.39 Swiss Franc 0.16 - 0.01 0.14 - -0.01 0.24 - 0.04 0.39 - 0.09 0.51 - 0.21 0.83 - 0.71 Canadian Dollar 1.00 - 0.85 1.18 - 0.86 1.21 - 0.89 1.38 - 1.06 1.66 - 1.34 2.17 - 1.85 US Dollar 0.33 - 0.18 0.19 - 0.09 0.23 - 0.13 0.38 - 0.28 0.63 - 0.43 0.97 - 0.77 Japanese Yen 0.28 - 0.03 0.28 - 0.03 0.32 - 0.07 0.25 - 0.15 0.46 - 0.26 0.69 - 0.44 Singapore $ 0.03 - 0.01 0.35 - 0.05 0.38 - 0.13 0.42 - 0.16 0.58 - 0.32 0.80 - 0.49 Source: Reuters. Short term rates are call for the US Dollar and Yen, others: two day’s notice. Short 7 days One Three Six One term notice month month month year Apr 20 Page 1 of 9
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Over Change One Three Six One night Day Week Month month month month year US$ Libor* 0.13350 -0.003 -0.017 -0.072 0.21260 0.27375 0.43375 0.76250 Euro Libor* 1.09625 0.008 0.580 0.446 1.10750 1.29125 1.59188 2.06563 £ Libor* 0.56688 - -0.001 0.010 0.62250 0.81938 1.11625 1.59063 Swiss Fr Libor* 0.06833 -0.002 -0.007 -0.007 0.14000 0.18500 0.26167 0.56167 Yen Libor* 0.11563 - 0.003 -0.028 0.14563 0.19813 0.34563 0.56438 Canada Libor* 0.96833 0.003 0.008 0.006 1.08250 1.20000 1.39917 1.92667 Euro Euribor - - - - 1.17 1.34 1.64 2.11 Sterling CDs - - - - 0.62 0.76 1.16 1.62 US$ CDs - - - - 0.20 0.28 0.43 0.90 Euro CDs - - - - 1.00 1.20 1.50 2.00 US o’night repo 0.17 -0.070 0.080 -0.080 Fed Funds eff 0.10 0.010 0.010 -0.040 US 3m Bills 0.07 -0.005 0.020 -0.005 SDR int rate 0.51 0.010 0.010 0.080 EONIA 1.131 -0.009 0.600 0.421 EURONIA 1.0569 -0.006 0.610 0.433 RONIA 0.5432 0.005 0.035 0.048 SONIA 0.5239 0.005 -0.002 0.008 LA 7 Day Notice 0.45-0.40 Interbank £ 0.60-0.40 0.55-0.45 0.57-0.47 0.77-0.67 1.13-1.03 1.60-1.50 Over One One Three Six One night Week months months months year *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. LA 7 days notice: Tradition (UK). Apr 19 INTEREST RATES - MARKET Page 2 of 9
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