Commentary & Analysis

 CAD - Euro - Sterling - Swiss - Yen
Major LIBOR Rates
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Rate Day Week Month Year
13-Nov-09 12-Nov-09 6-Nov-09 14-Oct-09 13-Nov-08
Rate Rate Chg
(bps)		 Rate Chg
(bps)		 Rate Chg
(bps)		 Rate Chg
(bps)
USD ON LIBOR 0.180% 0.180% - 0.177% +0 0.189% -1 0.382% -20
USD 1W LIBOR 0.216% 0.216% - 0.217% +0 0.232% -2 0.840% -62
USD 2W LIBOR 0.226% 0.226% - 0.229% +0 0.239% -1 1.040% -81
USD 1M LIBOR 0.240% 0.239% +0 0.239% +0 0.245% -1 1.422% -118
USD 2M LIBOR This marker indicates the current chart. 0.250% 0.250% - 0.253% +0 0.254% +0 2.016% -177
USD 3M LIBOR 0.270% 0.272% +0 0.272% +0 0.284% -1 2.149% -188
USD 4M LIBOR 0.339% 0.339% - 0.350% -1 0.367% -3 2.274% -194
USD 5M LIBOR 0.431% 0.431% - 0.451% -2 0.486% -5 2.391% -196
USD 6M LIBOR 0.524% 0.524% - 0.550% -3 0.593% -7 2.525% -200
USD 7M LIBOR 0.619% 0.619% - 0.656% -4 0.712% -9 2.551% -193
USD 8M LIBOR 0.722% 0.722% - 0.768% -5 0.826% -10 4.135% -341
USD 9M LIBOR 0.826% 0.826% - 0.874% -5 0.942% -12 2.607% -178
USD 10M LIBOR 0.916% 0.916% - 0.974% -6 1.038% -12 2.634% -172
USD 11M LIBOR 1.009% 1.009% - 1.071% -6 1.137% -13 2.656% -165
USD 12M LIBOR 1.098% 1.098% - 1.161% -6 1.232% -13 2.682% -158
 
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source: DTN

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