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Rate Day Week Month Year
2-Dec-16 1-Dec-16 25-Nov-16 2-Nov-16 3-Dec-15
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
LIBOR Rates
Overnight LIBOR 0.4306% 0.4342% +0 0.4342% +0 0.4354% +0 0.1305% +30
1-Week LIBOR 0.4582% 0.4604% +0 0.4559% +0 0.4598% +0 0.1552% +30
2-Week LIBOR 0.1711% 0.1711% - 0.1711% - 0.1711% - 0.1711% -
1-Month LIBOR 0.6237% 0.6167% +1 0.5920% +3 0.5327% +9 0.2438% +38
2-Month LIBOR 0.7425% 0.7344% +1 0.7258% +2 0.6722% +7 0.3298% +41
3-Month LIBOR This marker indicates the current chart. 0.9342% 0.9307% +0 0.9301% +0 0.8859% +5 0.4222% +51
4-Month LIBOR 0.8776% 0.8776% - 0.8776% - 0.8776% - 0.3171% +56
5-Month LIBOR 0.3559% 0.3559% - 0.3559% - 0.3559% - 0.3559% -
6-Month LIBOR 1.2888% 1.2927% +0 1.2799% +1 1.2582% +3 0.6634% +63
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 0.5903% +0
11-Month LIBOR 0.5364% 0.5364% - 0.5364% - 0.5269% +1 0.6394% -10
1-Year LIBOR 1.6390% 1.6407% +0 1.6296% +1 1.5823% +6 0.9844% +65
 
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