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Time Frame
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SIBOR/SOR
1 & 3 mths SIBOR/SOR
1 mth SIBOR
3 mths SIBOR
6 mths SIBOR
12 mths SIBOR
1 mth SOR
3 mths SOR
Rates Updates
7 Feb 2012
SIBOR Rates
(%)
1 mth
0.31750
2 mths
0.37557
3 mths
0.39133
6 mths
0.44761
9 mths
0.51567
12 mths
0.58118
SWAP - Offer Rates
(%)
1 mth
0.26710
2 mths
0.37278
3 mths
0.41128
6 mths
0.48839
9 mths
0.62615
12 mths
0.70877