CANADA

TOM/NEXT 4.00 - 6.00

7 DAY 3.50 - 4.00

1 MTH 3.65 - 4.15

3 MTHS 4.00 - 4.50

6 MTHS 4.05 - 4.55

12 MTHS 4.35 - 4.85

JAPAN

TOM/NEXT 2.00 - 3.00

7 DAY 0.90 - 1.20

1 MTH 0.90 - 1.20

3 MTHS 0.90 - 1.20

6 MTHS 1.00 - 1.30

12 MTHS 1.10 - 1.40

STERLING

TOM/NEXT 5.00 - 5.75

7 DAY 5.50 - 6.00

1 MTH 5.80 - 6.05

3 MTHS 6.05 - 6.30

6 MTHS 6.15 - 6.40

12 MTHS 6.25 - 6.50

EURO

TOM/NEXT 4.30 - 4.50

7 DAY 4.60 - 4.80

1 MTH 4.90 - 5.10

3 MTHS 5.12 - 5.32

6 MTHS 5.22 - 5.42

12 MTHS 5.40 - 5.60

Source: http://www.afxnews.com

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