2012.07.06 18:00:26 DJ British Bankers Association Libor Rates

GBP CAD JPY *SN EUR USD
--- --- --- --- ---
O/N 0.53750 0.99500 0.10157 0.23786 0.17050
1WK 0.55375 1.03500 0.11586 0.26571 0.20060
2WK 0.56313 1.07300 0.12371 0.27329 0.22125
1MO 0.59975 1.10800 0.14286 0.30643 0.24575
2MO 0.69088 1.20200 0.15929 0.28143 0.34125
3MO 0.86775 1.30600 0.19571 0.44507 0.45760
4MO 0.95850 1.38800 0.24071 0.54929 0.56010
5MO 1.06438 1.47400 0.29571 0.64257 0.64715
6MO 1.15375 1.57000 0.33586 0.74464 0.73640
7MO 1.24188 1.65350 0.38729 0.80843 0.80250
8MO 1.32000 1.74100 0.43229 0.86621 0.85320
9MO 1.40313 1.81100 0.47443 0.92379 0.90775
10MO 1.48938 1.88200 0.50443 0.97536 0.96125
11MO 1.56038 1.97000 0.52871 1.02786 1.01225
12MO 1.64650 2.04750 0.55371 1.08464 1.06950

*SN=spot next

Rates are effective two days hence.
Source: BBA via SIX Telekurs

(END) Dow Jones Newswires

July 06, 2012 12:00 ET (16:00 GMT)