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London Interbank Offered Rates (LIBOR) on Friday (January 29, 2010).





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Rates at 11:00 London time Friday (January 29, 2010)

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USD GBP CAD EUR JPY

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0/N 0.17313 0.51375 0.25667 0.28688 0.12125

1 Week 0.20625 0.51375 0.26333 0.30813 0.13375

2 Week 0.21688 0.51688 0.27167 0.32625 0.14125

1 Month 0.22906 0.51688 0.30000 0.39000 0.15563

2 Months 0.23906 0.54688 0.35000 0.47750 0.19563

3 Months 0.24906 0.61625 0.44333 0.60875 0.25500

4 Months 0.27750 0.69500 0.52833 0.70875 0.34250

5 Months 0.32438 0.76875 0.62000 0.80500 0.39625

6 Months 0.38438 0.84375 0.70667 0.92625 0.46250

7 Months 0.45563 0.92000 0.80500 0.96875 0.51500

8 Months 0.53438 0.99563 0.90333 1.02000 0.55875

9 Months 0.61625 1.07000 1.00167 1.07375 0.60500

10 Months 0.69500 1.13625 1.09000 1.11250 0.63125

11 Months 0.77000 1.19813 1.17167 1.15750 0.65875

12 Months 0.84625 1.26375 1.26000 1.20250 0.68375

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