London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (May 31, 2011).

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Rates at 11:00 London time Tuesday (May 31, 2011)

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             USD      GBP      CAD      EUR        JPY

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0/N        0.12800  0.56813  0.99083  0.91000  0.11000

1 Week     0.16270  0.58650  1.02667  1.02625  0.11750

2 Week     0.17170  0.59750  1.04750  1.07625  0.12375

1 Month    0.19043  0.62500  1.09083  1.18125  0.13938

2 Months   0.22413  0.70000  1.12667  1.23938  0.16000

3 Months   0.25288  0.82625  1.19750  1.38188  0.19563

4 Months   0.29463  0.89688  1.26792  1.46625  0.24188

5 Months   0.35013  1.00250  1.33458  1.55875  0.29750

6 Months   0.40313  1.10750  1.39750  1.66575  0.34188

7 Months   0.45913  1.19250  1.48167  1.73563  0.39063

8 Months   0.51288  1.27938  1.56167  1.81188  0.43750

9 Months   0.56463  1.36125  1.64083  1.89438  0.48188

10 Months  0.61913  1.44500  1.72896  1.96938  0.51063

11 Months  0.67125  1.51625  1.81792  2.03188  0.53625

12 Months  0.72950  1.58500  1.90833  2.10625  0.56000

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