August 18, 2009 / 11:04 AM / in 8 years

3-mo dlr, stg Libor rates at new record lows; euro rate up

 LONDON, Aug 18 (Reuters) - The interbank cost of borrowing
three-month dollar and sterling funds fell to record lows on
Tuesday but equivalent euro rate edged up, 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 narrowed 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 0.27000 (+0.00250) 0.52750 (-0.00375) 0.23500 (-0.00250) 
1WK 0.31875 (-0.00375) 0.54000 (+0.00000) 0.25625 (-0.00375) 
2WK 0.34875 (+0.00000) 0.54188 (+0.00000) 0.26750 (-0.00375) 
1MO 0.46375 (-0.00375) 0.55000 (-0.00125) 0.27250 (-0.00625) 
2M0 0.66625 (+0.00187) 0.61000 (-0.00250) 0.30688 (-0.00812) 
3MO 0.83438 (+0.00125) 0.75125 (-0.00625) 0.42500 (-0.00625) 
6MO 1.10188 (+0.00313) 0.96250 (-0.01125) 0.82500 (-0.00625) 
1YR 1.32500 (+0.00375) 1.27625 (-0.00875) 1.39000 (+0.00125) 
           3MTH LIBOR/OIS SPREAD (BPs)    
     43                  39               25
 For RICs to the above rates, go to <0#LIBORSUPERRICS>.
 (Reporting by Emelia Sithole-Matarise)

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