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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 (free)
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| Major LIBOR Rates | |||||||||||||||||||||
| [click item to view chart] | Current | Previous | Previous | Previous | Previous | ||||||||||||||||
| Rate | Day | Week | Month | Year | |||||||||||||||||
| 20-Nov-09 | 19-Nov-09 | 13-Nov-09 | 21-Oct-09 | 20-Nov-08 | |||||||||||||||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|||||||||||||
| USD ON LIBOR
|
0.176% | 0.176% | - | 0.178% | +0 | 0.187% | -1 | 0.437% | -26 | ||||||||||||
| USD 1W LIBOR
|
0.216% | 0.216% | - | 0.216% | - | 0.227% | -1 | 0.919% | -70 | ||||||||||||
| USD 2W LIBOR
|
0.226% | 0.226% | - | 0.226% | - | 0.237% | -1 | 1.125% | -90 | ||||||||||||
| USD 1M LIBOR
|
0.240% | 0.237% | +0 | 0.237% | +0 | 0.244% | +0 | 1.399% | -116 | ||||||||||||
| USD 2M LIBOR
|
0.248% | 0.248% | - | 0.250% | +0 | 0.254% | -1 | 2.041% | -179 | ||||||||||||
| USD 3M LIBOR
|
0.270% | 0.267% | +0 | 0.271% | +0 | 0.282% | -1 | 2.153% | -188 | ||||||||||||
| USD 4M LIBOR
|
0.325% | 0.325% | - | 0.336% | -1 | 0.363% | -4 | 2.315% | -199 | ||||||||||||
| USD 5M LIBOR
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0.411% | 0.411% | - | 0.429% | -2 | 0.480% | -7 | 2.440% | -203 | ||||||||||||
| USD 6M LIBOR
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0.492% | 0.492% | - | 0.521% | -3 | 0.585% | -9 | 2.584% | -209 | ||||||||||||
| USD 7M LIBOR
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0.586% | 0.586% | - | 0.614% | -3 | 0.707% | -12 | 2.606% | -202 | ||||||||||||
| USD 8M LIBOR
|
0.682% | 0.682% | - | 0.719% | -4 | 0.826% | -14 | 4.135% | -345 | ||||||||||||
| USD 9M LIBOR
|
0.774% | 0.774% | - | 0.819% | -4 | 0.937% | -16 | 2.657% | -188 | ||||||||||||
| USD 10M LIBOR
|
0.854% | 0.854% | - | 0.910% | -6 | 1.036% | -18 | 2.695% | -184 | ||||||||||||
| USD 11M LIBOR
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0.944% | 0.944% | - | 1.002% | -6 | 1.132% | -19 | 2.727% | -178 | ||||||||||||
| USD 12M LIBOR
|
1.034% | 1.034% | - | 1.091% | -6 | 1.227% | -19 | 2.755% | -172 | ||||||||||||
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source: DTN
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