Dlr Libor rate steady, euro, stg rates edge higher

Thu Oct 15, 2009 7:05am EDT

 LONDON, Oct 15 (Reuters) - The interbank cost of borrowing
dollars for three months was steady and for euro and sterling
funds edged higher on Thursday, according to the latest daily
fixing from the British Bankers' Association.
 The spread of three-month London interbank offered rates
over OIS rates for dollars, euro and sterling all held steady.
 The spread expresses the three-month premium paid over
anticipated central bank rates, or Overnight Index Swap rates
and is seen as a gauge of banks' willingness to lend to each
other -- a wider spread is seen as an indication of decreased
inclination to lend.
 Below is a table of the London interbank offered rates
(Libor) for dollar, euro and sterling funds in percentage terms,
with the change from the previous session in parentheses.
 
 EURO                STERLING            DOLLAR
O/N 0.27750 (+0.00125)  0.50500 (+0.00000)  0.18750 (-0.00125)
1WK 0.32375 (+0.00125)  0.50875 (+0.00000)  0.23188 (+0.00000)
2WK 0.34125 (+0.00000)  0.50750 (+0.00000)  0.23875 (+0.00000)
1MO 0.39250 (+0.00000)  0.51125 (+0.00000)  0.24500 (+0.00000)
2M0 0.53438 (-0.00187)  0.52375 (+0.00000)  0.25375 (+0.00000)
3MO 0.69125 (+0.00062)  0.56813 (+0.00250)  0.28406 (+0.00000)
6MO 1.00875 (+0.00250)  0.76188 (+0.00250)  0.59000 (-0.00313)
1YR 1.23875 (+0.00625)  1.12063 (+0.00500)  1.23813 (+0.00563)
3MTH LIBOR/OIS SPREAD (BPs)  
      24 (UNCH)           20 (UNCH)            14 (UNCH)
 
For RICs to the above rates, go to <0#LIBORSUPERRICS>. 
 (Reporting by George Matlock)

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