2012.07.12 18:00:28 DJ British Bankers Association Libor Rates

GBP CAD JPY *SN EUR USD
--- --- --- --- ---
O/N 0.53125 1.00100 0.10157 0.06443 0.16900
1WK 0.54625 1.03300 0.11443 0.08714 0.19960
2WK 0.55563 1.07300 0.12371 0.10286 0.22125
1MO 0.58913 1.10400 0.14286 0.14857 0.24875
2MO 0.67213 1.19800 0.15929 0.23043 0.34075
3MO 0.84088 1.30600 0.19571 0.38464 0.45510
4MO 0.93100 1.38800 0.23943 0.48857 0.55410
5MO 1.03375 1.47400 0.29229 0.58786 0.64315
6MO 1.11938 1.56800 0.33443 0.68836 0.72940
7MO 1.20875 1.65350 0.38586 0.75329 0.79650
8MO 1.28938 1.74100 0.43086 0.81521 0.85020
9MO 1.37375 1.81100 0.47300 0.87121 0.90675
10MO 1.45875 1.88100 0.50300 0.92221 0.96025
11MO 1.52975 1.96900 0.52729 0.96800 1.01125
12MO 1.61588 2.04250 0.55229 1.02650 1.06850

*SN=spot next

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

(END) Dow Jones Newswires

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