3-mth euro Libor fixes at 0.94125 pct

LONDON, Dec 27 (BestGrowthStock) – The British Bankers’ Association
released the following London Interbank Offered Rates (Libor)
for euros 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

O/N 0.35875 (-0.00875)

1WK 0.54750 (+0.00500)

2WK 0.59625 (+0.00375)

1MO 0.71875 (-0.00500)

2M0 0.83250 (+0.00000)

3MO 0.94125 (+0.00125)

6MO 1.19250 (+0.00000)

1YR 1.47625 (-0.00125)

3-MONTH LIBOR/OIS SPREAD (Basis Points)

35 (-1)

For RICs to the above rates, go to (0#LIBORSUPERRICS: ).

3-mth euro Libor fixes at 0.94125 pct