London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Friday (January 27, 2012).

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Rates at 11:00 London time Friday (January 27, 2012)

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             USD      GBP      CAD      EUR        JPY

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O/N        0.14100  0.57469  1.02400  0.28286  0.11000

1 Week     0.19750  0.62406  1.08250  0.35900  0.44786

2 Weeks    0.22650  0.65531  1.13050  0.42643  0.12500

1 Month    0.27000  0.77256  1.19000  0.66786  0.14429

2 Months   0.40250  0.88275  1.28200  0.84857  0.15857

3 Months   0.55110  1.08456  1.38200  1.07057  0.19571

4 Months   0.63150  1.17969  1.42850  1.18714  0.24071

5 Months   0.70730  1.28575  1.47900  1.28429  0.29286

6 Months   0.78525  1.39375  1.53500  1.38729  0.33571

7 Months   0.83460  1.48313  1.57000  1.45786  0.38571

8 Months   0.88150  1.57313  1.60250  1.52000  0.43071

9 Months   0.93280  1.66000  1.64150  1.57786  0.47429

10 Months  0.98265  1.74281  1.70250  1.63571  0.50357

11 Months  1.03870  1.81563  1.78400  1.69214  0.52857

12 Months  1.09920  1.89363  1.86900  1.74557  0.55429

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