London Interbank Offered Rates

31 Mar, 2007

London Interbank Offered Rates (LIBOR) on Friday (March 30, 2007).



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Rates at 11:00 London time Friday (March 30, 2007)
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USD GBP CAD EUR JPY
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O/N 5.47813 5.37875 - 3.94000 0.68750
1 Week 5.31813 5.38250 - 3.86000 0.67150
2 Weeks 5.31725 5.40563 - 3.85750 0.66513
1 Month 5.32000 5.47000 - 3.86613 0.66500
2 Months 5.34000 5.54125 - 3.87825 0.66738
3 Months 5.35000 5.61688 - 3.92738 0.66875
4 Months 5.34000 5.64563 - 3.97463 0.67775
5 Months 5.33331 5.68250 - 4.01063 0.69063
6 Months 5.32969 5.72500 - 4.04475 0.70438
7 Months 5.31375 5.75375 - 4.08000 0.71813
8 Months 5.29750 5.78375 - 4.10475 0.73000
9 Months 5.28125 5.80750 - 4.13000 0.74250
10 Months 5.26000 5.82500 - 4.14888 0.75625
11 Months 5.24000 5.84188 - 4.16663 0.76750
12 Months 5.22000 5.86125 - 4.18000 0.78150
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