London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Wednesday (March 16, 2011).

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Rates at 11:00 London time Wednesday (March 16, 2011)

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             USD      GBP      CAD      EUR        JPY

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0/N        0.21150  0.55688  0.96417  0.65625  0.18125

1 Week     0.24195  0.57750  0.10000  0.74250  0.18250

2 Week     0.24595  0.58375  1.03617  0.78813  0.18125

1 Month    0.25350  0.61313  1.08167  0.84625  0.16000

2 Months   0.28350  0.68375  1.13750  0.97813  0.16875

3 Months   0.30900  0.80563  1.20333  1.12000  0.20000

4 Months   0.35050  0.88813  1.27333  1.21313  0.24563

5 Months   0.40780  0.99313  1.33500  1.31375  0.30125

6 Months   0.46000  1.10750  1.39417  1.43500  0.34750

7 Months   0.51200  1.19125  1.47750  1.50813  0.39625

8 Months   0.56125  1.27750  1.56667  1.58250  0.44438

9 Months   0.61025  1.35875  1.64083  1.65688  0.49000

10 Months  0.66000  1.44063  1.72500  1.72875  0.51688

11 Months  0.71400  1.50938  1.80667  1.79938  0.54375

12 Months  0.77150  1.58063  1.88833  1.87125  0.57125

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