,,,,,,,,,,,,
1989,,GOFO,,,,LIBOR,,,,LIBOR MINUS GOFO,,
,1 Month,3 Months,6 Months,12 Months,1 Month,3 Months,6 Months,12 Months,1 Month,3 Months,6 Months,12 Months
,,,,,,,,,,,,
17-Jul-89,7.53,7.28,6.97,6.57,9.1250,8.9375,8.7500,8.5625,1.5950,1.6575,1.7800,1.9925
18-Jul-89,7.53,7.31,7.03,6.6,9.1875,9.0000,8.8750,8.6250,1.6575,1.6900,1.8450,2.0250
19-Jul-89,7.55,7.32,7.04,6.65,9.1875,9.0625,8.9375,8.7500,1.6375,1.7425,1.8975,2.1000
20-Jul-89,7.47,7.27,7,6.61,9.1250,9.0000,8.8125,8.6250,1.6550,1.7300,1.8125,2.0150
21-Jul-89,7.39,7.2,6.9,6.52,9.1250,8.9375,8.8125,8.5625,1.7350,1.7375,1.9125,2.0425
24-Jul-89,7.39,7.21,6.89,6.51,9.1250,9.0000,8.8125,8.6250,1.7350,1.7900,1.9225,2.1150
25-Jul-89,7.36,7.14,6.87,6.52,9.1250,9.0000,8.8125,8.6875,1.7650,1.8600,1.9425,2.1675
26-Jul-89,7.24,7.1,6.83,6.5,9.0625,8.9375,8.7500,8.5625,1.8225,1.8375,1.9200,2.0625
27-Jul-89,7.06,6.95,6.69,6.37,9.0000,8.8125,8.6875,8.4375,1.9400,1.8625,1.9975,2.0675
28-Jul-89,6.81,6.71,6.57,6.29,8.9375,8.8125,8.6250,8.4375,2.1275,2.1025,2.0550,2.1475
31-Jul-89,6.63,6.43,6.3,6.1,8.7500,8.6250,8.4375,8.3125,2.1200,2.1950,2.1375,2.2125
01-Aug-89,6.53,6.36,6.23,6.03,8.6250,8.5000,8.3125,8.1875,2.0950,2.1400,2.0825,2.1575
02-Aug-89,6.39,6.23,6.06,5.89,8.6250,8.4375,8.2500,8.1250,2.2350,2.2075,2.1900,2.2350
03-Aug-89,6.41,6.26,6.14,5.93,8.6875,8.4375,8.3125,8.2500,2.2775,2.1775,2.1725,2.3200
04-Aug-89,6.5,6.37,6.23,6.01,8.7500,8.5625,8.3750,8.3125,2.2500,2.1925,2.1450,2.3025
07-Aug-89,6.55,6.48,6.4,6.22,8.8750,8.7500,8.6250,8.5625,2.3250,2.2700,2.2250,2.3425
08-Aug-89,6.58,6.51,6.39,6.23,8.8750,8.7500,8.6250,8.5625,2.2950,2.2400,2.2350,2.3325
09-Aug-89,6.54,6.49,6.37,6.19,8.8750,8.7500,8.5625,8.5625,2.3350,2.2600,2.1925,2.3725
10-Aug-89,6.54,6.51,6.34,6.22,8.9375,8.8125,8.6250,8.5625,2.3975,2.3025,2.2850,2.3425
11-Aug-89,6.54,6.47,6.3,6.18,8.9375,8.7500,8.5625,8.5000,2.3975,2.2800,2.2625,2.3200
14-Aug-89,6.6,6.53,6.4,6.29,9.0000,8.9375,8.7500,8.6875,2.4000,2.4075,2.3500,2.3975
15-Aug-89,6.69,6.63,6.59,6.5,9.1250,9.0625,9.0000,8.9375,2.4350,2.4325,2.4100,2.4375
16-Aug-89,6.62,6.57,6.49,6.39,9.0625,8.9375,8.8750,8.8125,2.4425,2.3675,2.3850,2.4225
17-Aug-89,6.62,6.53,6.47,6.34,9.0000,8.7500,8.8125,8.7500,2.3800,2.2200,2.3425,2.4100
18-Aug-89,6.67,6.59,6.54,6.43,9.0000,8.9375,8.9375,8.8750,2.3300,2.3475,2.3975,2.4450
21-Aug-89,6.69,6.61,6.55,6.39,9.0000,8.9375,8.8750,8.8125,2.3100,2.3275,2.3250,2.4225
22-Aug-89,6.76,6.7,6.6,6.46,9.0000,9.0000,8.9375,8.8875,2.2400,2.3000,2.3375,2.4275
23-Aug-89,6.9,6.8,6.69,6.53,9.0000,9.0000,9.0000,8.9375,2.1000,2.2000,2.3100,2.4075
24-Aug-89,6.96,6.82,6.69,6.54,9.0000,9.0000,8.9375,8.8750,2.0400,2.1800,2.2475,2.3350
25-Aug-89,7,6.83,6.69,6.57,9.0000,8.9375,8.9375,8.8750,2.0000,2.1075,2.2475,2.3050
29-Aug-89,6.97,6.84,6.69,6.58,9.0625,9.0625,9.0000,8.9375,2.0925,2.2225,2.3100,2.3575
30-Aug-89,6.88,6.8,6.78,6.6,9.0625,9.0000,9.0000,8.9375,2.1825,2.2000,2.2200,2.3375
31-Aug-89,6.9,6.9,6.92,6.63,9.0000,9.0000,9.0000,8.9375,2.1000,2.1000,2.0800,2.3075
01-Sep-89,7,6.99,6.99,6.72,9.0000,9.0000,9.0000,8.9375,2.0000,2.0100,2.0100,2.2175
04-Sep-89,7,6.97,6.93,6.76,9.0000,9.0000,8.9375,8.8750,2.0000,2.0300,2.0075,2.1150
05-Sep-89,7.05,7,6.96,6.75,9.0000,9.0000,9.0000,8.9375,1.9500,2.0000,2.0400,2.1875
06-Sep-89,7.14,7.03,7,6.75,9.0000,9.0000,9.0000,8.9375,1.8600,1.9700,2.0000,2.1875
07-Sep-89,7.21,7.1,7.02,6.79,9.0000,9.0000,9.0000,8.9375,1.7900,1.9000,1.9800,2.1475
08-Sep-89,7.23,7.14,7.05,6.8,9.0000,9.0000,9.0000,8.9375,1.7700,1.8600,1.9500,2.1375
11-Sep-89,7.23,7.13,7.05,6.79,9.0000,8.9375,8.9375,8.8750,1.7700,1.8075,1.8875,2.0850
12-Sep-89,7.23,7.12,7.03,6.77,9.0000,8.9375,8.8750,8.8750,1.7700,1.8175,1.8450,2.1050
13-Sep-89,7.24,7.13,7.02,6.77,8.9375,8.8750,8.8750,8.8750,1.6975,1.7450,1.8550,2.1050
14-Sep-89,7.24,7.1,7.02,6.72,9.0000,8.8750,8.8750,8.8125,1.7600,1.7750,1.8550,2.0925
15-Sep-89,7.2,7.09,7.01,6.72,8.9375,8.8750,8.8750,8.8125,1.7375,1.7850,1.8650,2.0925
18-Sep-89,7.13,7.05,6.97,6.69,8.9375,8.8750,8.8750,8.8125,1.8075,1.8250,1.9050,2.1225
19-Sep-89,7.22,7.06,6.95,6.69,8.9375,8.8750,8.8750,8.8125,1.7175,1.8150,1.9250,2.1225
20-Sep-89,7.21,7.08,6.96,6.69,8.9375,8.8750,8.8125,8.8125,1.7275,1.7950,1.8525,2.1225
21-Sep-89,7.19,7.05,6.93,6.71,9.0000,8.9375,8.8750,8.8750,1.8100,1.8875,1.9450,2.1650
22-Sep-89,7.21,7.08,6.98,6.72,9.0000,8.9375,8.9375,8.8750,1.7900,1.8575,1.9575,2.1550
25-Sep-89,7.29,7.15,7.02,6.76,9.0000,9.0000,9.0000,9.0000,1.7100,1.8500,1.9800,2.2400
26-Sep-89,7.31,7.2,7.06,6.77,9.0000,9.0000,9.0000,9.0000,1.6900,1.8000,1.9400,2.2300
27-Sep-89,7.37,7.27,7.12,6.8,9.1250,9.0625,9.0625,9.0000,1.7550,1.7925,1.9425,2.2000
28-Sep-89,7.37,7.25,7.12,6.82,9.0625,9.1250,9.0625,9.0000,1.6925,1.8750,1.9425,2.1800
29-Sep-89,7.38,7.3,7.16,6.91,9.1200,9.1875,9.1250,9.0625,1.7400,1.8875,1.9650,2.1525
02-Oct-89,7.46,7.35,7.19,6.99,9.1250,9.1875,9.1250,9.1250,1.6650,1.8375,1.9350,2.1350
03-Oct-89,7.5,7.38,7.23,7.01,9.0625,9.1250,9.0625,9.0625,1.5625,1.7450,1.8325,2.0525
04-Oct-89,7.54,7.39,7.22,6.99,9.0625,9.1250,9.0625,9.0000,1.5225,1.7350,1.8425,2.0100
05-Oct-89,7.76,7.43,7.27,7.06,9.0625,9.1250,9.0000,9.0000,1.3025,1.6950,1.7300,1.9400
06-Oct-89,7.8,7.52,7.31,7.11,9.0250,9.1250,9.0000,8.9375,1.2250,1.6050,1.6900,1.8275
09-Oct-89,7.71,7.26,7.04,6.84,8.8750,8.8750,8.6875,8.6250,1.1650,1.6150,1.6475,1.7850
10-Oct-89,7.66,7.31,7.06,6.85,8.8125,8.7500,8.5625,8.5625,1.1525,1.4400,1.5025,1.7125
11-Oct-89,7.66,7.35,7.09,6.85,8.8750,8.8750,8.6875,8.6250,1.2150,1.5250,1.5975,1.7750
12-Oct-89,7.74,7.37,7.13,6.89,8.8125,8.8125,8.6875,8.6250,1.0725,1.4425,1.5575,1.7350
13-Oct-89,7.74,7.37,7.09,6.84,8.7500,8.7500,8.5625,8.5625,1.0100,1.3800,1.4725,1.7225
16-Oct-89,7.59,7.12,6.88,6.62,8.5000,8.4375,8.2500,8.1875,0.9100,1.3175,1.3700,1.5675
17-Oct-89,7.62,7.16,6.92,6.61,8.6250,8.5625,8.4375,8.4375,1.0050,1.4025,1.5175,1.8275
18-Oct-89,7.64,7.23,6.9,6.66,8.6875,8.6875,8.5000,8.4375,1.0475,1.4575,1.6000,1.7775
19-Oct-89,7.71,7.36,7,6.67,8.6875,8.6875,8.5000,8.5000,0.9775,1.3275,1.5000,1.8300
20-Oct-89,7.79,7.43,7.05,6.82,8.6875,8.6875,8.5625,8.5000,0.8975,1.2575,1.5125,1.6800
23-Oct-89,7.79,7.43,7.05,6.82,8.7500,8.6875,8.5625,8.5000,0.9600,1.2575,1.5125,1.6800
24-Oct-89,7.82,7.45,7.11,6.84,8.7500,8.6875,8.5000,8.5000,0.9300,1.2375,1.3900,1.6600
25-Oct-89,7.89,7.48,7.12,6.87,8.6875,8.6250,8.4375,8.3750,0.7975,1.1450,1.3175,1.5050
26-Oct-89,7.97,7.51,7.12,6.87,8.6875,8.6250,8.4375,8.3750,0.7175,1.1150,1.3175,1.5050
27-Oct-89,7.99,7.53,7.15,6.87,8.6875,8.6250,8.4375,8.3750,0.6975,1.0950,1.2875,1.5050
30-Oct-89,8,7.52,7.16,6.88,8.6875,8.6875,8.4375,8.4375,0.6875,1.1675,1.2775,1.5575
31-Oct-89,8,7.53,7.15,6.9,8.7500,8.6872,8.4375,8.4375,0.7500,1.1572,1.2875,1.5375
01-Nov-89,8.03,7.58,7.18,6.91,8.7500,8.7500,8.5000,8.4375,0.7200,1.1700,1.3200,1.5275
02-Nov-89,8.03,7.6,7.24,6.92,8.7500,8.7500,8.5000,8.4375,0.7200,1.1500,1.2600,1.5175
03-Nov-89,8.03,7.61,7.2,6.92,8.6875,8.6875,8.5000,8.4375,0.6575,1.0775,1.3000,1.5175
06-Nov-89,8.06,7.66,7.28,6.96,8.7500,8.8125,8.5625,8.5000,0.6900,1.1525,1.2825,1.5400
07-Nov-89,8.12,7.68,7.3,6.96,8.7500,8.8125,8.5625,8.5000,0.6300,1.1325,1.2625,1.5400
08-Nov-89,8.06,7.6,7.18,6.88,8.6250,8.6250,8.3750,8.3125,0.5650,1.0250,1.1950,1.4325
09-Nov-89,7.93,7.55,7.19,6.85,8.5625,8.6250,8.3750,8.3125,0.6325,1.0750,1.1850,1.4625
10-Nov-89,7.89,7.52,7.16,6.85,8.5625,8.5625,8.3750,8.3750,0.6725,1.0425,1.2150,1.5250
13-Nov-89,7.88,7.5,7.16,6.82,8.5625,8.5625,8.3750,8.3750,0.6825,1.0625,1.2150,1.5550
14-Nov-89,7.92,7.57,7.21,6.92,8.5625,8.5625,8.3750,8.3750,0.6425,0.9925,1.1650,1.4550
15-Nov-89,7.91,7.56,7.18,6.87,8.5625,8.5000,8.3125,8.2500,0.6525,0.9400,1.1325,1.3800
16-Nov-89,7.86,7.51,7.12,6.82,8.5000,8.5000,8.3125,8.1875,0.6400,0.9900,1.1925,1.3675
17-Nov-89,7.83,7.54,7.18,6.84,8.5000,8.5000,8.3125,8.1875,0.6700,0.9600,1.1325,1.3475
20-Nov-89,7.81,7.58,7.25,6.88,8.5000,8.5000,8.3125,8.2500,0.6900,0.9200,1.0625,1.3700
21-Nov-89,7.75,7.55,7.25,6.91,8.5000,8.5000,8.3125,8.2500,0.7500,0.9500,1.0625,1.3400
22-Nov-89,7.78,7.58,7.27,6.94,8.5000,8.5000,8.3125,8.2500,0.7200,0.9200,1.0425,1.3100
23-Nov-89,7.64,7.42,7.19,6.85,8.3125,8.3125,8.1875,8.1250,0.6725,0.8925,0.9975,1.2750
24-Nov-89,7.66,7.41,7.12,6.74,8.3125,8.3125,8.1250,8.0625,0.6525,0.9025,1.0050,1.3225
27-Nov-89,7.61,7.4,7.09,6.78,8.3125,8.3125,8.1250,8.0625,0.7025,0.9125,1.0350,1.2825
28-Nov-89,7.66,7.47,7.15,6.82,8.3125,8.3125,8.1875,8.1250,0.6525,0.8425,1.0375,1.3050
29-Nov-89,7.81,7.46,7.16,6.83,8.8125,8.5000,8.2500,8.1875,1.0025,1.0400,1.0900,1.3575
30-Nov-89,7.95,7.48,7.22,6.85,8.8125,8.5000,8.3125,8.1875,0.8625,1.0200,1.0925,1.3375
01-Dec-89,7.93,7.51,7.2,6.83,8.7500,8.5000,8.2500,8.1875,0.8200,0.9900,1.0500,1.3575
04-Dec-89,7.91,7.47,7.21,6.84,8.7500,8.4375,8.1875,8.1250,0.8400,0.9675,0.9775,1.2850
05-Dec-89,7.68,7.37,7.11,6.79,8.7500,8.4375,8.1875,8.1250,1.0700,1.0675,1.0775,1.3350
06-Dec-89,7.51,7.32,7.04,6.76,8.6875,8.4375,8.1875,8.1250,1.1775,1.1175,1.1475,1.3650
07-Dec-89,7.5,7.31,7.09,6.81,8.7500,8.5000,8.2500,8.1875,1.2500,1.1900,1.1600,1.3775
08-Dec-89,7.51,7.34,7.08,6.83,8.7500,8.5625,8.3125,8.2500,1.2400,1.2225,1.2325,1.4200
11-Dec-89,7.51,7.32,7.07,6.82,8.7500,8.5000,8.2500,8.1875,1.2400,1.1800,1.1800,1.3675
12-Dec-89,7.45,7.29,7.06,6.83,8.8125,8.5000,8.2500,8.1875,1.3625,1.2100,1.1900,1.3575
13-Dec-89,7.44,7.27,7.1,6.85,8.8125,8.5625,8.3125,8.2500,1.3725,1.2925,1.2125,1.4000
14-Dec-89,7.43,7.28,7.1,6.83,8.8750,8.5625,8.3750,8.2500,1.4450,1.2825,1.2750,1.4200
15-Dec-89,7.4,7.28,7.09,6.83,8.8750,8.5625,8.3750,8.2500,1.4750,1.2825,1.2850,1.4200
18-Dec-89,7.49,7.34,7.12,6.86,8.9375,8.6250,8.3750,8.2500,1.4475,1.2850,1.2550,1.3900
19-Dec-89,7.52,7.32,7.12,6.87,8.9375,8.6250,8.3750,8.2500,1.4175,1.3050,1.2550,1.3800
20-Dec-89,7.56,7.34,7.11,6.87,8.9375,8.6250,8.3750,8.2500,1.3775,1.2850,1.2650,1.3800
21-Dec-89,7.49,7.28,7.03,6.82,8.8125,8.5000,8.2500,8.1250,1.3225,1.2200,1.2200,1.3050
22-Dec-89,7.5,7.25,7,6.8,8.7500,8.5000,8.2500,8.1250,1.2500,1.2500,1.2500,1.3250
27-Dec-89,7.58,7.38,7.11,6.9,9.0000,8.5625,8.3750,8.2500,1.4200,1.1825,1.2650,1.3500
28-Dec-89,7.33,7.15,7,6.85,8.5000,8.4375,8.2500,8.2500,1.1700,1.2875,1.2500,1.4000
29-Dec-89,7.32,7.15,7,6.8,8.5000,8.3750,8.2500,8.1875,1.1800,1.2250,1.2500,1.3875