London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (December 30, 2011).

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Rates at 11:00 London time Friday (December 30, 2011)

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             USD      GBP      CAD      EUR        JPY

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O/N        0.15400  0.58313  1.03200  0.43214  0.10857

1 Week     0.20820  0.63031  1.08200  0.59943  0.11786

2 Weeks    0.24350  0.65531  1.12400  0.68729  0.12500

1 Month    0.29530  0.77019  1.18000  0.96429  0.14429

2 Months   0.42710  0.88181  1.25400  1.10857  0.16000

3 Months   0.58100  1.08006  1.35200  1.29214  0.19571

4 Months   0.65550  1.16988  1.38800  1.38229  0.24071

5 Months   0.72700  1.27125  1.42600  1.47429  0.29286

6 Months   0.80850  1.37575  1.47600  1.56500  0.33571

7 Months   0.86250  1.46563  1.51400  1.63171  0.38571

8 Months   0.91410  1.55138  1.54300  1.69400  0.43214

9 Months   0.96590  1.63556  1.58000  1.74814  0.47429

10 Months  1.01600  1.71750  1.64700  1.80471  0.50357

11 Months  1.06930  1.78894  1.73300  1.85986  0.52857

12 Months  1.12805  1.87069  1.81200  1.91343  0.55429

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