‘M5’ Money Markets (1 Month LIBOR)
Exhibit-03 (above)
Chart-03 plots 1-Month LIBOR across the latest ten years.
Exhibit-04 (below)
Table-01 shows actual values of the four LIBOR return indices at fixed points in time: ten, five and three years ago, 12 months ago, latest year-end and last month. In the lower portion of the table, corresponding rates of return are listed. The best (green) and worst (red) performing market of each period is highlighted.