The interest rate implied by a given contract month in LIFFE's Euribor contract represents the cost of borrowing money for 3 months at the expiry of the contract.

Last updated 1 September 2010 21:02 (London time).

September 2010

.875%

December 2010

.915%

March 2011

.965%

June 2011

1.010%

 

Should you require further information, please contact stirs@liffe.com


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