London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (March 12, 2010).

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Rates at 11:00 London time Friday (March 12, 2010)

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             USD      GBP      CAD      EUR        JPY

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0/N        0.18656  0.53500  0.25000  0.27875  0.11625

1 Week     0.21000  0.53188  0.26833  0.30625  0.13000

2 Week     0.22000  0.53250  0.28833  0.32625  0.14000

1 Month    0.23000  0.54250  0.30000  0.37625  0.15625

2 Months   0.24138  0.57250  0.35000  0.45938  0.19250

3 Months   0.25719  0.64438  0.39833  0.59438  0.24813

4 Months   0.29231  0.71563  0.49833  0.70313  0.33000

5 Months   0.33250  0.79188  0.59833  0.79625  0.38375

6 Months   0.39781  0.86938  0.70000  0.90688  0.45000

7 Months   0.46813  0.94688  0.80333  0.96125  0.51000

8 Months   0.53938  1.02750  0.90500  1.01125  0.55000

9 Months   0.62025  1.10563  1.01000  1.06750  0.59938

10 Months  0.70188  1.17375  1.09500  1.10875  0.62375

11 Months  0.78438  1.24125  1.17333  1.15750  0.65000

12 Months  0.86838  1.30938  1.26167  1.20125  0.67750

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