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
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 This marker indicates the current chart. 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
 
TimeFrame    Click Chart to Enlarge

Week

Month

Year

3-Year

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source: DTN

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