Custom Content for Your Site
Add this report to your site 
Commentary & Analysis |
CAD | - | Euro | - | Sterling | - | Swiss | - | Yen | ||||||||||||
(bps)
(bps)
(bps)
(bps)
source: DTN
| USD LIBOR Rates | Custom Content for Your Site Add this report to your site
|
|
|||||||||||||||||||
| Major LIBOR Rates | |||||||||||||||||||||
| [click item to view chart] | Current | Previous | Previous | Previous | Previous | ||||||||||||||||
| Rate | Day | Week | Month | Year | |||||||||||||||||
| 12-Mar-10 | 11-Mar-10 | 5-Mar-10 | 10-Feb-10 | 12-Mar-09 | |||||||||||||||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|||||||||||||
| USD ON LIBOR
|
0.187% | 0.187% | - | 0.184% | +0 | 0.171% | +2 | 0.329% | -14 | ||||||||||||
| USD 1W LIBOR
|
0.210% | 0.210% | - | 0.209% | +0 | 0.207% | +0 | 0.411% | -20 | ||||||||||||
| USD 2W LIBOR
|
0.220% | 0.220% | - | 0.220% | - | 0.217% | +0 | 0.451% | -23 | ||||||||||||
| USD 1M LIBOR
|
0.230% | 0.230% | - | 0.230% | - | 0.231% | +0 | 0.556% | -33 | ||||||||||||
| USD 2M LIBOR
|
0.241% | 0.241% | - | 0.239% | +0 | 0.239% | +0 | 1.017% | -78 | ||||||||||||
| USD 3M LIBOR
|
0.260% | 0.257% | +0 | 0.254% | +1 | 0.250% | +1 | 1.320% | -106 | ||||||||||||
| USD 4M LIBOR
|
0.292% | 0.292% | - | 0.288% | +0 | 0.279% | +1 | 1.596% | -130 | ||||||||||||
| USD 5M LIBOR
|
0.331% | 0.331% | - | 0.329% | +0 | 0.327% | +0 | 1.750% | -142 | ||||||||||||
| USD 6M LIBOR
|
0.393% | 0.393% | - | 0.390% | +0 | 0.389% | +0 | 1.929% | -154 | ||||||||||||
| USD 7M LIBOR
|
0.464% | 0.464% | - | 0.460% | +0 | 0.457% | +1 | 1.982% | -152 | ||||||||||||
| USD 8M LIBOR
|
0.534% | 0.534% | - | 0.530% | +0 | 0.533% | +0 | 2.040% | -151 | ||||||||||||
| USD 9M LIBOR
|
0.613% | 0.613% | - | 0.606% | +1 | 0.614% | +0 | 2.094% | -148 | ||||||||||||
| USD 10M LIBOR
|
0.694% | 0.694% | - | 0.686% | +1 | 0.692% | +0 | 2.151% | -146 | ||||||||||||
| USD 11M LIBOR
|
0.777% | 0.777% | - | 0.767% | +1 | 0.769% | +1 | 2.204% | -143 | ||||||||||||
| USD 12M LIBOR
|
0.861% | 0.861% | - | 0.851% | +1 | 0.850% | +1 | 2.258% | -140 | ||||||||||||
|
source: DTN
| |||||||||||||||||||||