London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (March 02, 2012).

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Rates at 11:00 London time Friday (March 02, 2012)

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               USD      GBP      CAD      EUR        JPY

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O/N         0.13950   0.55688  1.01400  0.26571  0.10586

1 Week      0.18860   0.59050  1.07550  0.28607  0.11643

2 Weeks     0.21600   0.62300  0.11850  0.30929  0.12371

1 Month     0.24275   0.72756  1.18400  0.46464  1.14429

2 Months    0.35325   0.84556  1.27050  0.63536  0.15857

3 Months    0.47575   1.04744  1.37800  0.86114  0.19571

4 Months    0.58615   1.15631  0.44250  0.99143  0.24071

5 Months    0.66430   1.26238  1.49350  1.09536  0.29300

6 Months    0.74525   1.37219  1.55200  1.21536  0.33586

7 Months    0.79785   1.46363  1.59800  1.28750  0.38586

8 Months    0.84580   1.55031  1.63100  1.35000  0.43086

9 Months    0.89030   1.64263  1.67000  1.40643  0.47443

10 Months   0.94140   1.72319  1.72900  1.46000  0.50300

11 Months   0.99720   1.79975  1.81300  1.51786  0.52871

12 Months   1.05520   1.87963  1.89800  1.57143  0.55371

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