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Swap Rates - Last 2 Weeks
| C.O.B. | Swap 5 | Swap 10 | Swap 15 | Swap 20 |
|---|---|---|---|---|
| 12/07/2010 | 2.46 | 3.41 | 3.81 | 3.92 |
| 13/07/2010 | 2.48 | 3.42 | 3.82 | 3.93 |
| 14/07/2010 | 2.50 | 3.44 | 3.84 | 3.95 |
| 15/07/2010 | 2.46 | 3.40 | 3.81 | 3.92 |
| 16/07/2010 | 2.43 | 3.37 | 3.78 | 3.90 |
| 19/07/2010 | 2.42 | 3.38 | 3.79 | 3.91 |
| 20/07/2010 | 2.44 | 3.39 | 3.80 | 3.93 |
| 21/07/2010 | 2.43 | 3.38 | 3.80 | 3.93 |
| 22/07/2010 | 2.42 | 3.40 | 3.81 | 3.94 |
| 23/07/2010 | 2.52 | 3.47 | 3.88 | 4.00 |
| 26/07/2010 | 2.57 | 3.50 | 3.91 | 4.03 |
| Weekly Change | + 0.15 | + 0.12 | + 0.12 | + 0.12 |
| 3 Month Hi/Low | 3.00/2.42 | 3.86/3.37 | 4.20/3.78 | 4.26/3.89 |
Gilt Rates - Last 2 Weeks
| C.O.B. | Gilt 5 | Gilt 10 | Gilt 15 | Gilt 20 |
|---|---|---|---|---|
| 12/07/2010 | 2.14 | 3.33 | 3.84 | 4.09 |
| 13/07/2010 | 2.19 | 3.37 | 3.89 | 4.13 |
| 14/07/2010 | 2.21 | 3.39 | 3.92 | 4.16 |
| 15/07/2010 | 2.20 | 3.37 | 3.91 | 4.14 |
| 16/07/2010 | 2.16 | 3.33 | 3.88 | 4.12 |
| 19/07/2010 | 2.18 | 3.35 | 3.90 | 4.15 |
| 20/07/2010 | 2.50 | 3.35 | 3.91 | 4.16 |
| 21/07/2010 | 2.20 | 3.35 | 3.92 | 4.19 |
| 22/07/2010 | 2.20 | 3.36 | 3.93 | 4.19 |
| 23/07/2010 | 2.28 | 3.43 | 3.99 | 4.24 |
| 26/07/2010 | 2.32 | 3.45 | 4.01 | 4.27 |
| Weekly Change | + 0.14 | + 0.10 | + 0.11 | + 0.12 |
| 3 Month Hi/Low | 2.79/2.14 | 3.92/3.31 | 4.31/3.83 | 4.43/4.05 |
3 Month LIBOR - Last 2 Weeks
| C.O.B. | 3 Month LIBOR | |||
|---|---|---|---|---|
| 12/07/2010 | 0.73 | |||
| 13/07/2010 | 0.73 | |||
| 14/07/2010 | 0.73 | |||
| 15/07/2010 | 0.73 | |||
| 16/07/2010 | 0.73 | |||
| 19/07/2010 | 0.73 | |||
| 20/07/2010 | 0.73 | |||
| 21/07/2010 | 0.73 | |||
| 22/07/2010 | 0.73 | |||
| 23/07/2010 | 0.73 | |||
| 26/07/2010 | 0.74 | |||
| Weekly Change | + 0.01 | |||
| 3 Month Hi/Low | 0.74/0.68 | |||
- - Bank Base Rate 0.50% (March 2009) - -
This Hinks Associates Ltd Update is intended to provide a factual statement of the rates specified. It does not constitute a solicitation for the purpose of sale of any commodities, securities or investments. Although the information compiled herein is considered reliable, its accuracy is not guaranteed. Any person using this Update does so solely at his or her own risk and Hinks Associates Ltd shall be under no liability whatsoever in respect thereof.