European Treasury ALM Division
	Today	26-Aug-09	Fixing Date
	FIXING TIME AT 11:00 LONDON TIME
		USD	EUR	GBP	JPY	CHF
	O/N	0.29	0.28	0.55	-	-
	Value	28/08/09	28/08/09	26/08/09	28/08/09	28/08/09
	S/N				0.12	0.11
	1WK	0.31	0.32	0.57	0.14	0.23
	2WK	0.32	0.35	0.57	0.16	0.25
	1M	0.35	0.48	0.57	0.19	0.27
	2M	0.38	0.68	0.61	0.30	0.37
	3M	0.46	0.85	0.74	0.38	0.47
	4M	0.60	0.95	0.83	0.48	0.50
	5M	0.76	1.04	0.90	0.53	0.53
	6M	0.84	1.13	0.96	0.59	0.58
	7M	0.95	1.16	1.02	0.65	0.63
	8M	1.06	1.21	1.07	0.70	0.68
	9M	1.15	1.25	1.12	0.73	0.73
	10M	1.23	1.29	1.18	0.76	0.78
	11M	1.32	1.32	1.23	0.78	0.83
	12M	1.42	1.35	1.28	0.81	0.88