3-mth dollar Libor at new low after Fed statement

LONDON, Nov 5 (Reuters) - The interbank cost of borrowing
dollars for three months marked a new low on Thursday, according
to the latest daily fixing from the British Bankers'
Association, after the Federal Reserve's latest policy
statement.

Equivalent euro and sterling rates inched higher ahead of
interest rate decisions from the Bank of England and European
Central Bank.

The Fed stuck to its commitment to keep borrowing costs near
zero for "an extended period" [nN04453484].

The spreads of three-month London interbank offered rates
over OIS rates for all three currencies were little changed.

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 0.28125 (-0.00250) 0.50438 (+0.00000) 0.17838 (-0.00037)
1WK 0.34125 (+0.00625) 0.50938 (+0.00000) 0.22000 (+0.00000)
2WK 0.35375 (+0.00750) 0.50875 (+0.00000) 0.23125 (-0.00063)
1MO 0.39375 (+0.00000) 0.51313 (-0.00125) 0.24156 (+0.00000)
2M0 0.52875 (+0.00000) 0.54125 (+0.00000) 0.25313 (-0.00187)
3MO 0.67500 (+0.00250) 0.60250 (+0.00156) 0.27531 (-0.00219)
6MO 0.98625 (-0.00125) 0.82375 (+0.00125) 0.55400 (-0.00944)
1YR 1.22000 (-0.00375) 1.18938 (+0.00125) 1.17000 (-0.01875)

3MTH LIBOR/OIS SPREAD (BPs)

23 (+1) 23 (-1) 13 (UNCH)

For RICs to the above rates, go to <0#LIBORSUPERRICS>.