London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (March 26, 2010).

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Rates at 11:00 London time Friday (March 26, 2010)

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             USD      GBP      CAD      EUR        JPY

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0/N        0.21813  0.53813  0.26958  0.27938  0.11750

1 Week     0.23500  0.53625  0.29000  0.30688  0.13125

2 Week     0.23825  0.53688  0.29750  0.32438  0.14125

1 Month    0.24688  0.54688  0.32167  0.36625  0.15375

2 Months   0.26469  0.57688  0.35250  0.44688  0.18813

3 Months   0.28875  0.64719  0.41250  0.58063  0.24250

4 Months   0.32656  0.72000  0.51167  0.69250  0.32688

5 Months   0.36938  0.79250  0.61750  0.78500  0.38375

6 Months   0.43938  0.87281  0.72083  0.89625  0.45063

7 Months   0.51406  0.95438  0.82167  0.95000  0.50875

8 Months   0.58906  1.03375  0.92750  1.00375  0.54938

9 Months   0.66813  1.11125  1.02667  1.05875  0.59625

10 Months  0.74688  1.18125  1.11833  1.10250  0.62188

11 Months  0.82938  1.24875  1.19417  1.14625  0.64938

12 Months  0.90969  1.31563  1.29417  1.19000  0.67813

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