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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