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Saturday, 2 June 2012

2012.06.01 18:00:20 DJ British Bankers Association Libor Rates For Euros

All rates compared to previous day's fixing: Current Previous ------- -------- O/N 0.25750 0.25750 1WK 0.27157 0.27257 2WK 0.27643 0.27757 1MO 0.33179 0.33321 2MO 0.41714 0.41771 3MO 0.59050 0.59464 4MO 0.69814 0.70086 5MO 0.78843 0.79257 6MO 0.90079 0.90379 7MO 0.95979 0.96550 8MO 1.01786 1.02100 9MO 1.06571 1.06686 10MO 1.11643 1.11786 11MO 1.16607 1.16750 12MO 1.22393 1.22679 Rates are effective two days hence. Source: BBA via SIX Telekurs (END) Dow Jones Newswires June 01, 2012 12:00 ET (16:00 GMT)

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