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

GBP CAD JPY *SN EUR USD --- --- --- --- --- O/N 0.55063 0.99800 0.10871 0.25750 0.15700 1WK 0.57188 1.03500 0.11800 0.27157 0.19210 2WK 0.59563 1.07300 0.12514 0.27643 0.21475 1MO 0.66750 1.11100 0.14429 0.33179 0.23975 2MO 0.78750 1.20700 0.15786 0.41714 0.34675 3MO 0.99063 1.31100 0.19571 0.59050 0.46785 4MO 1.09813 1.39300 0.23857 0.69814 0.56810 5MO 1.20750 1.47400 0.29371 0.78843 0.65065 6MO 1.30875 1.56000 0.33586 0.90079 0.73790 7MO 1.40675 1.63900 0.38586 0.95979 0.80000 8MO 1.49375 1.73100 0.43229 1.01786 0.85470 9MO 1.58388 1.81100 0.47443 1.06571 0.90955 10MO 1.67288 1.88600 0.50157 1.11643 0.96265 11MO 1.75288 1.96600 0.52729 1.16607 1.01295 12MO 1.83525 2.03900 0.55229 1.22393 1.07070 *SN=spot next Rates are effective two days hence. Source: BBA via SIX Telekurs (END) Dow Jones Newswires June 01, 2012 12:00 ET (16:00 GMT)