London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (July 27, 2012).

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Rates at 11:00 London time Friday (July 27, 2012)

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             USD      GBP      CAD      EUR        JPY

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O/N        0.16290  0.523l3  1.00000  0.02586  0.09729

1 Week     0.19900  0.53938  1.02500  0.05286  0.11300

2 Weeks    0.22165  0.54750  1.06500  0.07286  0.12371

1 Month    0.24520  0.56288  1.09400  0.10786  0.14286

2 Months   0.33875  0.62000  1.18700  0.17229  0.15929

3 Months   0.44710  0.75400  1.29400  0.29464  0.19571

4 Months   0.54910  0.84538  1.38400  0.39500  0.23800

5 Months   0.63415  0.94488  1.47100  0.50071  0.29229

6 Months   0.72440  1.02188  1.56500  0.60050  0.33443

7 Months   0.79100  1.10363  1.65350  0.66486  0.38586

8 Months   0.84470  1.18500  1.73900  0.72479  0.43086

9 Months   0.89925  1.26575  1.80700  0.78021  0.47300

10 Months  0.95225  1.34850  1.87700  0.83407  0.50300

11 Months  1.00325  1.42100  1.96700  0.88114  0.52729

12 Months  1.06050  1.50463  2.04250  0.93636  0.55229

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