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Rate Day Week Month Year
28-Sep-16 27-Sep-16 21-Sep-16 29-Aug-16 29-Sep-15
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
LIBOR Rates
Overnight LIBOR 0.4232% 0.4232% - 0.4216% +0 0.4199% +0 0.1345% +29
1-Week LIBOR 0.4534% 0.4559% +0 0.4548% +0 0.4422% +1 0.1542% +30
2-Week LIBOR 0.1711% 0.1711% - 0.1711% - 0.1711% - 0.1711% -
1-Month LIBOR 0.5222% 0.5253% +0 0.5362% -1 0.5238% +0 0.1943% +33
2-Month LIBOR 0.6571% 0.6606% +0 0.6707% -1 0.6512% +1 0.2598% +40
3-Month LIBOR This marker indicates the current chart. 0.8529% 0.8567% +0 0.8607% -1 0.8293% +2 0.3261% +53
4-Month LIBOR 0.3171% 0.3171% - 0.3171% - 0.3171% - 0.3171% -
5-Month LIBOR 0.3559% 0.3559% - 0.3559% - 0.3559% - 0.3559% -
6-Month LIBOR 1.2447% 1.2483% +0 1.2566% -1 1.2243% +2 0.5361% +71
7-Month LIBOR 0.4674% 0.4674% - 0.4674% - 0.4674% - 0.4674% -
8-Month LIBOR 0.5122% 0.5122% - 0.5122% - 0.5122% - 0.5122% -
9-Month LIBOR 0.5508% 0.5508% - 0.5508% - 0.5508% - 0.5508% -
10-Month LIBOR 0.5903% 0.5903% - 0.5903% - 0.5903% - 0.5903% -
11-Month LIBOR 0.5269% 0.5269% - 0.5269% - 0.5903% -6 0.6394% -11
1-Year LIBOR 1.5574% 1.5613% +0 1.5558% +0 1.5261% +3 0.8609% +70
 
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