3-mth dlr Libor fixes at 0.29188 pct, euro at 0.96875 pct

LONDON, Nov 25 (BestGrowthStock) – The British Bankers’ Association
released the following London Interbank Offered Rates (Libor)
for dollars, euro and sterling at its daily fixing.

The spread of three-month Libor rates over three-month OIS
rates, calculated from Reuters’ data, expresses the three-month
premium paid over anticipated central bank rates, or Overnight
Index Swap rates.

The change from the previous session is indicated in
parenthesis.

EURO STERLING DOLLAR
O/N 0.40000 (-0.02250) 0.55313 (+0.00000) XXXXXXX (+0.00000)
1WK 0.55500 (-0.01125) 0.55938 (+0.00063) 0.25078 (+0.00125)
2WK 0.62875 (-0.00625) 0.56500 (+0.00125) 0.25250 (+0.00125)
1MO 0.75125 (-0.00375) 0.57625 (+0.00125) 0.25500 (+0.00156)
2M0 0.85375 (-0.00250) 0.62813 (+0.00000) 0.27438 (+0.00297)
3MO 0.96875 (+0.00000) 0.73750 (-0.00125) 0.29188 (+0.00438) 6MO 1.21000 (+0.00000) 1.03000 (+0.00125) 0.45625 (+0.00937)
1YR 1.49375 (+0.00250) 1.48563 (+0.00125) 0.78025 (+0.01375)
3MTH LIBOR/OIS SPREAD (BPs)

27 (-1) 21 (-1) 7 (-3)

3-mth dlr Libor fixes at 0.29188 pct, euro at 0.96875 pct