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CREDIT & RATES

May 14, 2014



BoE IR OvernighT ................. ............................... ......0.500 .0.00 BoE IR 7 days ............................. ..................0.500 .0.00 BoE IR 1 month...........................................0.500 .0.00 BoE IR 3 months ............................. ..................0.500 .0.00 BoE IR 6 months ............................. ..................0.500 .0.00 LIBOR Euro -overnighT ................. ............................... ......0.151 -0.03 LIBOR Euro -12 months ............................. ..................0.554 0.00 LIBOR USD -overnighT ................. ............................... ......0.089 0.00 LIBOR USD -12 months ............................. ..................0.539 0.00 Halifax mortgage raTE ................................3.990 0.00 Euro Base RaTE ....................................................................................0.250 0.00 Finance house base raTE .............................1.000 0.00 US Fed funds ............................... ..................0.07 0.02 US long bond yield................... .....................3.45 -0.04 European repo raTE .....................................0.208 -0.01 Euro EuriboR ........................... ......................0.241 -0.01 The vix index.................................................12.13 -0.10 The baltic dry index..................................982.00 -5.00 Markit iBoxx ..................................................................................................................................259.16 1.02 Markit iTraxx................................................65.66 -0.46


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Source: City A.M. (UK)


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