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
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 0.411% 0.411% - 0.429% -2 0.480% -7 2.440% -203
USD 6M LIBOR This marker indicates the current chart. 0.492% 0.492% - 0.521% -3 0.585% -9 2.584% -209
USD 7M LIBOR 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 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
 
TimeFrame    Click Chart to Enlarge

Week

Month

Year

3-Year

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source: DTN

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