1234 ABCDEF 3M-LIBOR USD EOD Valuation 2004-05-01 USDLibor up 100bp 2004-05-01 100 BasisPointValue Mid 123000 NPV USD Interest Rate Delta Sensitivity in $/bp 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 123500 NPV USD Interest Rate Delta Sensitivity in $/bp 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130