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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
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| Major LIBOR Rates | |||||||||||||||||||||
| [click item to view chart] | Current | Previous | Previous | Previous | Previous | ||||||||||||||||
| 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) |
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| USD ON LIBOR
|
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
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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
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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
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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 | ||||||||||||
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source: DTN
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