London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (February 28, 2012).

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Rates at 11:00 London time Tuesday (February 28, 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  1.08150  0.30664  0.11643

2 Weeks      0.21600  0.63269  1.12950  0.33793  0.12371

1 Month      0.24400  0.74069  1.18800  0.49857  0.14429

2 Months     0.35800  0.85900  1.28400  0.67071  0.15857

3 Months     0.48750  1.06088  1.38400  0.90793  0.19571

4 Months     0.59140  1.16475  1.43850  1.02393  0.24071

5 Months     0.66955  1.27081  1.49600  1.12786  0.29300

6 Months     0.75050  1.37938  1.55200  1.25000  0.33586

7 Months     0.80360  1.46831  1.59200  1.31929  0.38586

8 Months     0.85290  1.55656  1.62500  1.38179  0.43086

9 Months     0.89815  1.64731  1.66400  1.43964  0.47443

10 Months    0.94875  1.72788  1.72300  1.49357  0.50300

11 Months    1.00505  1.80319  1.60700  1.55143  0.52871

12 Months    1.06305  1.88306  1.89200  1.60643  0.55371

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