London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Thursday (May 26, 2011).

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Rates at 11:00 London time Thursday (May 26, 2011)

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             USD      GBP      CAD      EUR        JPY

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0/N        0.12900  0.56438  0.98750  1.05500  0.10875

1 Week     0.16380  0.58650  1.02667  1.13125  0.11750

2 Week     0.17200  0.59750  1.05083  1.14500  0.12375

1 Month    0.19125  0.62500  1.09167  1.18875  0.13938

2 Months   0.22425  0.70000  1.12667  1.23563  0.16000

3 Months   0.25400  0.82625  1.19750  1.38125  0.19563

4 Months   0.29475  0.89750  1.26958  1.46813  0.24188

5 Months   0.35025  1.00313  1.33458  1.55563  0.29750

6 Months   0.40375  1.10688  1.39917  1.66825  0.34188

7 Months   0.45975  1.19313  1.48500  1.73813  0.39063

8 Months   0.51350  1.28000  1.56500  1.81313  0.43750

9 Months   0.56525  1.36188  1.64083  1.89438  0.48188

10 Months  0.62100  1.44563  1.73083  1.97188  0.51063

11 Months  0.67300  1.51688  1.82167  2.03625  0.53625

12 Months  0.73125  1.58563  1.91208  2.10938  0.56063

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