2012.06.01 18:00:19 DJ British Bankers Association Libor Rates For Dollars

All rates compared to previous day's fixing: Current Previous ------- -------- O/N 0.15700 0.15600 1WK 0.19210 0.19160 2WK 0.21475 0.21375 1MO 0.23975 0.23875 2MO 0.34675 0.34575 3MO 0.46785 0.46685 4MO 0.56810 0.56710 5MO 0.65065 0.64965 6MO 0.73790 0.73640 7MO 0.80000 0.79850 8MO 0.85470 0.85220 9MO 0.90955 0.90805 10MO 0.96265 0.96115 11MO 1.01295 1.01145 12MO 1.07070 1.06920 Rates are effective two days hence. Source: BBA via SIX Telekurs (END) Dow Jones Newswires June 01, 2012 12:00 ET (16:00 GMT)