3-mth euro Libor fixes at 0.35525 pct, euro at 0.15286

LONDON, Oct 1 (Reuters) - 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 DOLLARO/N 0.01643 (-0.00143) 0.49313 (-0.00250) 0.15010 (-0.00150) 1WK 0.02829 (-0.00285) 0.50375 (-0.00125) 0.18100 (+0.00000) 2WK 0.04400 (-0.00071) 0.50938 (-0.00062) 0.19800 (+0.00100) 1MO 0.06714 (+0.00000) 0.51250 (-0.00125) 0.21350 (-0.00075) 2MO 0.11214 (-0.00143) 0.53125 (-0.00188) 0.28625 (-0.00475) 3MO 0.15286 (-0.00143) 0.59188 (-0.00500) 0.35525 (-0.00325)

6MO 0.35786 (+0.00000) 0.83250 (-0.00750) 0.63065 (-0.00525) 1YR 0.64929 (+0.00000) 1.28063 (-0.01500) 0.96675 (-0.00625)

3MTH LIBOR/OIS SPREAD (BPs) 7 21 22

For RICs to the above rates, go to

.

((Reporting by London Markets Team, +44 20 7542 8675)) ))

Keywords: MARKETS LIBOR/