3-mth euro, dlr, stg Libor rates at new all-time lows

LONDON, July 6 (Reuters) - The interbank cost of borrowing
dollars, euros and sterling hit the latest in a series of
all-time lows on Monday, according to the latest daily fixing
from the British Bankers' Association.

The spreads of three-month London interbank offered rates
over OIS rates for all three currencies tightened, according to
Reuters data.

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 0.27250 (+0.00625) 0.54125 (-0.00625) 0.26063 (-0.00625)
1WK 0.40875 (-0.01125) 0.56875 (-0.01500) 0.28375 (+0.00125)
2WK 0.48625 (-0.00875) 0.58625 (-0.01000) 0.28875 (-0.00063)
1MO 0.66000 (-0.00750) 0.62750 (-0.01438) 0.30188 (+0.00063)
2M0 0.84875 (-0.00875) 0.92625 (-0.01375) 0.39563 (-0.00312)
3MO 1.03625 (-0.00125) 1.12375 (-0.01750) 0.54813 (-0.01062)
6MO 1.26500 (-0.00750) 1.35813 (-0.01437) 1.03125 (-0.02000)
1YR 1.45375 (-0.00250) 1.65000 (-0.01500) 1.51375 (-0.01750)

3MTH LIBOR/OIS SPREAD (BPs)

50 (-2) 74 (-2) 35 (-2)

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

(Reporting by Emelia Sithole-Matarise)