London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (May 27, 2011).

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Rates at 11:00 London time Friday (May 27, 2011)

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             USD      GBP      CAD      EUR        JPY

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0/N        0.12700  0.56563  0.98417  0.93250  0.10875

1 Week     0.16280  0.58650  1.02667  1.07125  0.11750

2 Week     0.17180  0.59750  1.05083  1.10625  0.12375

1 Month    0.19103  0.62500  1.09167  1.18313  0.13938

2 Months   0.22413  0.70000  1.12667  1.23375  0.16000

3 Months   0.25388  0.82625  1.19750  1.37938  0.19563

4 Months   0.29463  0.89625  1.26958  1.46500  0.24188

5 Months   0.35013  1.00188  1.33458  1.55250  0.29750

6 Months   0.40263  1.10688  1.39917  1.66438  0.34188

7 Months   0.45863  1.19188  1.48500  1.73563  0.39063

8 Months   0.51238  1.27875  1.56500  1.81063  0.43750

9 Months   0.56413  1.36063  1.64083  1.89313  0.48188

10 Months  0.61863  1.44438  1.73063  1.96938  0.51063

11 Months  0.67125  1.51563  1.82125  2.03313  0.53625

12 Months  0.72950  1.58438  1.91167  2.10500  0.56000

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