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Libor fixes: Catastrophe

Overnight USD Libor Fixed At 6.87500% vs. 2.56875% Monday

Overnight Sterling Libor Fixed At 6.78 vs. 5.2625% Monday

Overnight Euro Libor Fixed At4. 44875% vs. 3.7125% Monday

Three month USD Libor Fixed At 4.05250 vs. 3.88250% Monday

Three month Sterling Libor Fixed At 6.3% vs. 6.26125% Monday

Three month Euro Libor Fixed At 5.27375% vs. 5.22250% Monday