2012.05.09 18:00:18 DJ British Bankers Association Libor Rates

GBP CAD JPY *SN EUR USD --- --- --- --- --- O/N 0.55188 0.98100 0.10871 0.25357 0.14700 1WK 0.57813 1.03100 0.11786 0.27541 0.18860 2WK 0.60063 1.07100 0.12514 0.28529 0.21050 1MO 0.68313 1.13600 0.14429 0.34286 0.23875 2MO 0.80688 1.24800 0.15786 0.43457 0.34575 3MO 1.01000 1.35000 0.19571 0.61643 0.46685 4MO 1.12094 1.43400 0.23857 0.72714 0.56610 5MO 1.22800 1.51600 0.29371 0.82000 0.64690 6MO 1.33031 1.59600 0.33586 0.93093 0.72990 7MO 1.42644 1.66900 0.38586 0.99043 0.78950 8MO 1.51375 1.74400 0.43229 1.04757 0.84120 9MO 1.60638 1.81000 0.47443 1.09521 0.89230 10MO 1.69538 1.88000 0.50157 1.14814 0.94390 11MO 1.77600 1.96500 0.52729 1.19836 0.99370 12MO 1.85900 2.03600 0.55229 1.26464 1.05270 *SN=spot next Rates are effective two days hence. Source: BBA via SIX Telekurs (END) Dow Jones Newswires May 09, 2012 12:00 ET (16:00 GMT)