Bank-of-EnglandLONDON: The British Bankers' Association released the following London Interbank Offered Rates (Libor) for euros at its daily fixing.

There was no dollar or sterling fixing due to a UK public holiday.

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.

Copyright Reuters, 2011

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