From the BBA:

OVERNIGHT DOLLAR LIBOR FIXED AT 6.43750 PCT VS 3.106
OVERNIGHT EURO LIBOR FIXED AT 4.41750 PCT VS 4.49375
OVERNIGHT STERLING LIBOR FIXED AT 6.79375 PCT VS 5.4

THREE-MONTH DOLLAR LIBOR FIXED AT 2.87625 PCT VS 2.8
THREE-MONTH STERLING LIBOR FIXED AT 5.79125 PCT VS 5
THREE-MONTH EURO LIBOR FIXED AT 4.96625 PCT VS 4.965

This entry was posted by Sam Jones on Tuesday, September 16th, 2008 at 12:06 and is filed under Capital markets, Hedge funds, M&A, People, Private equity. Tagged with BBA, Libor. Edit this entry.