London Interbank Offered Rates (LIBOR) on Monday (May 21, 2007).
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Rates at 11:00 London time Monday (May 21, 2007)
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USD GBP CAD EUR JPY
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O/N 5.30000 5.58625 - 3.84125 0.58750
1 Week 5.31425 5.60250 - 3.85150 0.60375
2 Weeks 5.32000 5.61875 - 3.86000 0.61188
1 Month 5.32000 5.65000 - 3.94163 0.62438
2 Months 5.34000 5.69000 - 4.03788 0.64688
3 Months 5.36000 5.75688 - 4.08000 0.66750
4 Months 5.36656 5.79625 - 4.12613 0.69813
5 Months 5.37000 5.83438 - 4.17100 0.72563
6 Months 5.37563 5.87625 - 4.21363 0.75125
7 Months 5.37625 5.91250 - 4.25100 0.77375
8 Months 5.37750 5.94750 - 4.29188 0.79250
9 Months 5.37813 5.97750 - 4.32538 0.81000
10 Months 5.37438 6.00500 - 4.35088 0.82750
11 Months 5.37063 6.02500 - 4.37863 0.84438
12 Months 5.36688 6.04750 - 4.40013 0.85875
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