  This paper analyzes Libor interest rates for seven different maturities and
referred to operations in British Pounds, Euro, Swiss Francs and Japanese Yen,
during the period years 2001 to 2015. The analysis is performed by means of two
quantifiers derived from Information Theory: the permutation Shannon entropy
and the permutation Fisher information measure. An anomalous behavior in the
Libor is detected in all currencies except Euro during the years 2006--2012.
The stochastic switch is more severe in 1, 2 and 3 months maturities. Given the
special mechanism of Libor setting, we conjecture that the behavior could have
been produced by the manipulation that was uncovered by financial authorities.
We argue that our methodology is pertinent as a market overseeing instrument.
