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MIZUHO LIBOR Jun 22, 2012

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Mizuho Corporate Bank London Branch

MIZUHO LIBOR Jun 22, 2012

European Treasury ALM Division, Banking Group
Today Jun 22, 2012 Fixing Date
FIXING TIME AT 11:00 LONDON TIME

	USD	EUR	GBP	JPY	CHF
O/N	0.25	0.26	0.55	-	-
Value	26/06/2012	26/06/2012	22/06/2012	26/06/2012	26/06/2012
S/N				0.11	0.06
1WK	0.25	0.28	0.57	0.13	0.07
2WK	0.26	0.29	0.59	0.13	0.08
1M	0.27	0.33	0.64	0.15	0.09
2M	0.38	0.4	0.73	0.16	0.12
3M	0.5	0.57	0.92	0.2	0.14
4M	0.6	0.67	1.01	0.25	0.17
5M	0.68	0.77	1.12	0.3	0.2
6M	0.77	0.87	1.21	0.34	0.23
7M	0.83	0.93	1.3	0.39	0.25
8M	0.87	0.99	1.38	0.43	0.28
9M	0.93	1.04	1.47	0.47	0.31
10M	0.98	1.09	1.56	0.5	0.35
11M	1.03	1.14	1.63	0.53	0.39
12M	1.09	1.19	1.72	0.55	0.43