London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Monday (February 27, 2012).

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Rates at 11:00 London time Monday (February 27, 2012)

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               USD      GBP      CAD      EUR        JPY

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O/N          0.13900  0.55875  1.01600  0.27929  0.10586

1 Week       0.18870  0.59894  1.08550  0.30700  0.11643

2 Weeks      0.21600  0.63269  1.13350  0.34429  0.12371

1 Month      0.24400  0.74381  1.19250  0.50500  0.14429

2 Months     0.35850  0.86025  1.28600  0.67857  0.15857

3 Months     0.48910  1.06238  1.38550  0.91550  0.19571

4 Months     0.59200  1.16531  1.43950  1.03036  0.24071

5 Months     0.67115  1.27106  1.49800  1.13286  0.29300

6 Months     0.75210  1.38088  1.55300  1.25214  0.33586

7 Months     0.80620  1.46856  1.59300  1.32571  0.38586

8 Months     0.85550  1.55806  1.62400  1.38679  0.43086

9 Months     0.90075  1.64756  1.66300  1.44143  0.47443

10 Months    0.95135  1.72813  1.72000  1.49857  0.50300

11 Months    1.00765  1.80469  1.80400  1.55643  0.52871

12 Months    1.06615  1.88456  1.89100  1.61143  0.55371

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