TODAY

Y'DAY

1 WK AGO

1 MTH AGO

1 YR AGO

6 mth USD LIBOR

3.14

3.14

3.07

3.18

5.37

6X12 FRA

3.36

3.48

3.18

3.67

5.19

5-yr LIBOR swap

4.43

4.42

4.14

4.55

5.42

10 yr UST

4.11

4.1

3.93

4.16

4.91

O/n MIBOR

9.59

9.59

9

8.25

0.35

1-yr MIBOR swap

9.64

9.71

9.81

9.3

6.71

12 mth USD/INR fwd

4.23

4.23

4.39

3.32

1.05

12 mth MIFOR swap

10.32

10.32

9.87

9.26

3.97

I yr gilts

6.87

6.8

6.85

6.37

5.67

AAA credit spread (5 yr)

1.47

1.47

1.34

1.6

1.42