USD LIBOR Rates

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 Commentary & Analysis

CAD - Euro - Sterling - Swiss - Yen
Major LIBOR Rates
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Rate Day Week Month Year
9-Feb-10 8-Feb-10 2-Feb-10 10-Jan-10 9-Feb-09
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
USD ON LIBOR This marker indicates the current chart. 0.171% 0.171% - 0.173% +0 0.173% +0 0.310% -14
USD 1W LIBOR 0.209% 0.209% - 0.209% - 0.207% +0 0.361% -15
USD 2W LIBOR 0.217% 0.217% - 0.219% +0 0.221% +0 0.406% -19
USD 1M LIBOR 0.230% 0.228% +0 0.229% +0 0.230% - 0.447% -22
USD 2M LIBOR 0.239% 0.239% - 0.241% +0 0.242% +0 0.950% -71
USD 3M LIBOR 0.250% 0.250% - 0.249% +0 0.250% - 1.228% -98
USD 4M LIBOR 0.278% 0.278% - 0.277% +0 0.284% -1 1.451% -117
USD 5M LIBOR 0.326% 0.326% - 0.321% +1 0.329% +0 1.582% -126
USD 6M LIBOR 0.386% 0.386% - 0.384% +0 0.420% -3 1.747% -136
USD 7M LIBOR 0.456% 0.456% - 0.456% - 0.480% -2 1.791% -134
USD 8M LIBOR 0.531% 0.531% - 0.534% +0 0.574% -4 1.841% -131
USD 9M LIBOR 0.608% 0.608% - 0.614% -1 0.687% -8 1.887% -128
USD 10M LIBOR 0.686% 0.686% - 0.691% +0 0.743% -6 1.937% -125
USD 11M LIBOR 0.762% 0.762% - 0.766% +0 0.827% -7 1.987% -123
USD 12M LIBOR 0.842% 0.842% - 0.842% - 0.957% -12 2.036% -119
 
TimeFrame    Click Chart to Enlarge

Week

Month

Year

3-Year

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source: DTN

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