Dollar 3-mth Libor rates edge up; euro, stg at record lows

LONDON, July 14 (Reuters) - The interbank cost of borrowing
three-month dollar funds edged up for a second day running while
equivalent euro and sterling rates marked the latest in a series
of historic lows on Tuesday, according to the latest daily
fixing from the British Bankers' Association.

The spread of three-month London interbank offered rate over
OIS rates for the greenback inched out but equivalent spreads
for euros and sterling tightened slightly.

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 0.27500 (-0.00125) 0.54500 (+0.00000) 0.24438 (+0.00125)
1WK 0.36250 (-0.00625) 0.55750 (+0.00000) 0.26938 (+0.00000)
2WK 0.41750 (-0.00250) 0.57375 (-0.00125) 0.27750 (+0.00062)
1MO 0.57313 (-0.00562) 0.59563 (-0.00437) 0.28750 (-0.00063)
2M0 0.77375 (-0.00313) 0.80875 (-0.01500) 0.35688 (+0.00000)
3MO 0.96563 (-0.00375) 1.00563 (-0.01562) 0.51313 (+0.00375)
6MO 1.22063 (-0.00062) 1.22625 (-0.01813) 0.98375 (+0.01875)
1YR 1.41500 (-0.01063) 1.53250 (-0.01625) 1.49375 (+0.03250)

3MTH LIBOR/OIS SPREAD (BPs)

50 (-2) 60 (-1) 33 (+1)

For RICs to the above rates, go to <0#LIBORSUPERRICS>.
(Reporting by Emelia Sithole-Matarise)