London Interbank Offered Rates

London Interbank Offered Rates (LIBOR) on Tuesday (March 27, 2012).

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Rates at 11:00 London time Tuesday (March 27, 2012)

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             USD      GBP      CAD      EUR        JPY

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O/N        0.15300  0.55500  1.00650  0.26071  0.10586

1 Week     0.19120  0.58344  1.06000  0.28429  0.11643

2 Weeks    0.21350  0.60969  1.10600  0.29714  0.12371

1 Month    0.24125  0.69913  1.16500  0.35957  0.14429

2 Months   0.34980  0.82713  1.26250  0.50214  0.15857

3 Months   0.47065  1.03150  1.36600  0.69514  0.19571

4 Months   0.57235  1.13569  1.44100  0.81929  0.23929

5 Months   0.65265  1.23956  1.50200  0.92143  0.29371

6 Months   0.73680  1.34938  1.57100  1.03750  0.33586

7 Months   0.79240  1.44113  1.61300  1.11071  0.38586

8 Months   0.83960  1.52938  1.65200  1.17143  0.43229

9 Months   0.88610  1.62013  1.69000  1.22714  0.47443

10 Months  0.93870  1.70569  1.75200  1.28393  0.50300

11 Months  0.99200  1.78694  1.83600  1.34179  0.52871

12 Months  1.05000  1.86556  1.91600  1.39964  0.55371

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