| Data | Mean | Std. Dev |
| ON GBP LIBOR | 1.012771 | 1.483388 |
| 6M GBP LIBOR | 1.420781 | 1.611518 |
| ON USD LIBOR | 0.627407 | 1.040560 |
| 6M USD LIBOR | 1.091000 | 1.049520 |
| GBP/USD FX Rate | 1.560398 | 0.188801 |