3-mth euro, dlr Libor fall, stg Libor rises

LONDON, Oct 20 (Reuters) - The interbank cost of borrowing
euros and dollars for three months eased on Tuesday but the
equivalent rate for sterling rose, according to the latest daily
fixing from the British Bankers' Association.

The three-month euro Libor matched a record low of 0.69063
percent last seen at the fixing on Wednesday.

The spread of three-month London interbank offered rates
over OIS rates for dollars widened by two basis points to 14
basis points. The equivalent spread for euros was unchanged at
25 bps and for sterling narrowed by two bps to 18 bps.

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 0.28000 (+0.00125) 0.50500 (+0.00000) 0.18813 (+0.00000)
1WK 0.32250 (-0.00125) 0.50875 (+0.00000) 0.22938 (+0.00000)
2WK 0.34250 (+0.00125) 0.50813 (+0.00000) 0.23875 (+0.00000)
1MO 0.39000 (-0.00250) 0.51250 (+0.00000) 0.24500 (+0.00000)
2M0 0.53688 (+0.00250) 0.52813 (+0.00125) 0.25425 (+0.00112)
3MO 0.69063 (-0.00437) 0.57875 (+0.00187) 0.28313 (-0.00025)
6MO 1.01125 (+0.00000) 0.78000 (+0.00500) 0.58563 (-0.00687)
1YR 1.24000 (-0.00125) 1.14688 (+0.00688) 1.23875 (-0.01125)

3MTH LIBOR/OIS SPREAD (BPs)

25 (UNCH) 18 (-2) 14 (+2)

For RICs to the above rates, go to <0#LIBORSUPERRICS>.
(Reporting by George Matlock)