London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (March 15, 2011).

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Rates at 11:00 London time Tuesday (March 15, 2011)

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             USD      GBP      CAD      EUR        JPY

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0/N        0.21150  0.55688  0.96833  0.66875  0.49125

1 Week     0.24295  0.57750  1.00000  0.75750  0.20625

2 Week     0.24595  0.58375  1.03667  0.79313  0.19625

1 Month    0.25350  0.61313  1.07917  0.84750  0.15875

2 Months   0.28350  0.68375  1.13750  0.97938  0.16750

3 Months   0.30900  0.80563  1.20417  1.12000  0.20000

4 Months   0.35050  0.88813  1.27167  1.21188  0.24688

5 Months   0.40780  0.99313  1.33750  1.30938  0.30125

6 Months   0.46000  1.10750  1.40000  1.43125  0.34750

7 Months   0.51100  1.19125  1.48500  1.50563  0.39500

8 Months   0.56125  1.27750  1.57333  1.57938  0.44438

9 Months   0.60825  1.35750  1.65083  1.65625  0.49000

10 Months  0.65900  1.43813  1.73917  1.72688  0.51688

11 Months  0.71000  1.50688  1.82583  1.79500  0.54375

12 Months  0.76850  1.57688  1.90500  1.86500  0.57125

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