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Markets

Three month euro Libor fixes at 0.16857pc

Published Updated

reuters-euro copyLONDON: 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.

 

Copyright Reuters, 2012

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