London Interbank Offered Rates

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

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

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             USD      GBP      CAD      EUR        JPY

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0/N        0.15222  0.62375  1.09500  1.27500  0.10938

1 Week     0.19089  0.62469  1.09417  1.10663  0.11788

2 Week     0.20744  0.63813  1.09667  1.16938  0.12563

1 Month    0.23944  0.69150  1.12333  1.29875  0.14313

2 Months   0.30139  0.78750  1.14917  1.36750  0.15863

3 Months   0.37433  0.95250  1.19667  1.49500  0.19413

4 Months   0.43222  1.02950  1.22250  1.56063  0.23925

5 Months   0.49744  1.12625  1.25417  1.63250  0.29000

6 Months   0.55783  1.23063  1.27667  1.70575  0.33313

7 Months   0.60939  1.31688  1.31833  1.75875  0.38563

8 Months   0.65606  1.40313  1.36000  1.81250  0.43188

9 Months   0.70444  1.48656  1.40750  1.86600  0.47313

10 Months  0.75500  1.57063  1.48833  1.92425  0.50313

11 Months  0.80694  1.63688  1.57500  1.98313  0.52750

12 Months  0.86489  1.71625  1.66583  2.04188  0.55250

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