London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (May 20, 2011).

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Rates at 11:00 London time Friday (May 20, 2011)

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             USD      GBP      CAD      EUR        JPY

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0/N        0.13000  0.56900  1.00167  1.15125  0.10563

1 Week     0.16540  0.58650  1.02917  1.15913  0.11625

2 Week     0.17525  0.59750  1.05333  1.16375  0.12375

1 Month    0.19475  0.62500  1.09417  0.19500  0.14063

2 Months   0.22775  0.69938  1.13250  1.24125  0.16000

3 Months   0.25750  0.82438  1.20000  1.38625  0.19563

4 Months   0.29725  0.89688  1.27625  1.47063  0.24313

5 Months   0.35375  1.00188  1.34125  1.56000  0.29750

6 Months   0.40725  1.10938  1.40750  1.67638  0.34313

7 Months   0.46225  1.19563  1.49333  1.74425  0.39188

8 Months   0.51500  1.28250  1.57250  1.81875  0.43875

9 Months   0.56875  1.36438  1.64833  1.90375  0.48313

10 Months  0.62450  1.44688  1.74208  1.98063  0.51188

11 Months  0.67600  1.51875  1.83167  2.04875  0.53750

12 Months  0.73300  1.58719  1.92333  2.12625  0.56188

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