1-MONTH LIBOR [P] December 2009 ( IMM)

Date Open High Low Last Change
11/20/09 0.0000 99.7650 99.7650 99.7650 unch

11/19/09 0.0000 99.7650 99.7600 99.7650 +0.0050
11/18/09 0.0000 99.7600 99.7575 99.7600 +0.0025
11/17/09 0.0000 99.7575 99.7575 99.7575 unch
11/16/09 0.0000 99.7575 99.7550 99.7575 +0.0025

-- High -- -- Low --
5-Day 99.7650 on 11/20/09 99.7550 on 11/16/09
20-Day 99.7650 on 11/20/09 99.7300 on 10/26/09
65-Day 99.7650 on 11/20/09 99.5350 on 08/24/09
100-Day 99.7650 on 11/20/09 99.3350 on 07/15/09
260-Day 99.7650 on 11/20/09 98.4450 on 12/15/08
Year to Date 99.7650 on 11/20/09 98.5200 on 01/02/09

For The Last Made New High Percent From Made New Low Percent From
5 days3 time(s) unch %1 time(s) +0.01%
20 days8 time(s) unch %1 time(s) +0.04%
65 days25 time(s) unch %1 time(s) +0.23%
100 days33 time(s) unch %2 time(s) +0.43%
260 days53 time(s) unch %1 time(s) +1.34%
Year to Date50 time(s) unch %1 time(s) +1.26%


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