London Interbank Offered Rates (LIBOR) on Thursday (August 16, 2007).
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Rates at 11:00 London time Thursday (August 16, 2007)
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USD GBP CAD EUR JPY
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O/N 5.12125 5.93125 - 4.03125 0.64125
1 Week 5.38875 6.18375 - 4.12188 0.65875
2 Weeks 5.42375 6.34375 - 4.20313 0.68750
1 Month 5.53750 6.51625 - 4.35688 0.74375
2 Months 5.52375 6.56250 - 4.49875 0.85125
3 Months 5.51000 6.60000 - 4.57813 0.94000
4 Months 5.45813 6.57625 - 4.59188 0.97000
5 Months 5.41625 6.55000 - 4.60000 0.99750
6 Months 5.37875 6.52875 - 4.60938 0.02125
7 Months 5.33063 6.51250 - 4.61625 1.03375
8 Months 5.28313 6.50875 - 4.62438 1.04500
9 Months 5.23875 6.49750 - 4.63125 1.05875
10 Months 5.21063 6.49625 - 4.64063 1.07250
11 Months 5.18688 6.49500 - 4.64155 1.08500
12 Months 5.16188 6.49375 - 4.64938 1.09500
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