London Interbank Offered Rate and LIBOR Yield Curve
Canadian London Interbank Offered Rate
The London Interbank Offered Rate or LIBOR is the average of the interest rate for overnight loans in the London banking system.
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.98500 |
0.98500 |
-- |
| May 3, 2012 |
0.98500 |
0.98500 |
-- |
| May 2, 2012 |
0.98500 |
0.98300 |
+0.20 bps |
| May 1, 2012 |
0.98300 |
0.98400 |
-0.10 bps |
| Apr 27, 2012 |
0.98400 |
0.98200 |
+0.20 bps |
| Apr 26, 2012 |
0.98200 |
0.98200 |
-- |
| Apr 25, 2012 |
0.98200 |
0.98000 |
+0.20 bps |
| Apr 24, 2012 |
0.98000 |
0.98400 |
-0.40 bps |
| Apr 23, 2012 |
0.98400 |
0.98600 |
-0.20 bps |
| Apr 20, 2012 |
0.98600 |
0.98800 |
-0.20 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.03100 |
1.03100 |
-- |
| May 3, 2012 |
1.03100 |
1.03100 |
-- |
| May 2, 2012 |
1.03100 |
1.03100 |
-- |
| May 1, 2012 |
1.03100 |
1.03200 |
-0.10 bps |
| Apr 27, 2012 |
1.03200 |
1.03200 |
-- |
| Apr 26, 2012 |
1.03200 |
1.03200 |
-- |
| Apr 25, 2012 |
1.03200 |
1.03200 |
-- |
| Apr 24, 2012 |
1.03200 |
1.03400 |
-0.20 bps |
| Apr 23, 2012 |
1.03400 |
1.03400 |
-- |
| Apr 20, 2012 |
1.03400 |
1.03600 |
-0.20 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.07100 |
1.07100 |
-- |
| May 3, 2012 |
1.07100 |
1.07100 |
-- |
| May 2, 2012 |
1.07100 |
1.07100 |
-- |
| May 1, 2012 |
1.07100 |
1.07200 |
-0.10 bps |
| Apr 27, 2012 |
1.07200 |
1.07200 |
-- |
| Apr 26, 2012 |
1.07200 |
1.07200 |
-- |
| Apr 25, 2012 |
1.07200 |
1.07200 |
-- |
| Apr 24, 2012 |
1.07200 |
1.07400 |
-0.20 bps |
| Apr 23, 2012 |
1.07400 |
1.07400 |
-- |
| Apr 20, 2012 |
1.07400 |
1.07600 |
-0.20 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.13600 |
1.13600 |
-- |
| May 3, 2012 |
1.13600 |
1.13600 |
-- |
| May 2, 2012 |
1.13600 |
1.13600 |
-- |
| May 1, 2012 |
1.13600 |
1.13700 |
-0.10 bps |
| Apr 27, 2012 |
1.13700 |
1.13700 |
-- |
| Apr 26, 2012 |
1.13700 |
1.13700 |
-- |
| Apr 25, 2012 |
1.13700 |
1.13700 |
-- |
| Apr 24, 2012 |
1.13700 |
1.13900 |
-0.20 bps |
| Apr 23, 2012 |
1.13900 |
1.13900 |
-- |
| Apr 20, 2012 |
1.13900 |
1.14300 |
-0.40 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.24600 |
1.24600 |
-- |
| May 3, 2012 |
1.24600 |
1.24600 |
-- |
| May 2, 2012 |
1.24600 |
1.24600 |
-- |
| May 1, 2012 |
1.24600 |
1.24350 |
+0.25 bps |
| Apr 27, 2012 |
1.24350 |
1.24350 |
-- |
| Apr 26, 2012 |
1.24350 |
1.24350 |
-- |
| Apr 25, 2012 |
1.24350 |
1.24350 |
-- |
| Apr 24, 2012 |
1.24350 |
1.24350 |
-- |
| Apr 23, 2012 |
1.24350 |
1.24150 |
+0.20 bps |
| Apr 20, 2012 |
1.24150 |
1.24550 |
-0.40 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.34700 |
1.34700 |
-- |
| May 3, 2012 |
1.34700 |
1.34700 |
-- |
| May 2, 2012 |
1.34700 |
1.35000 |
-0.30 bps |
| May 1, 2012 |
1.35000 |
1.34700 |
+0.30 bps |
| Apr 27, 2012 |
1.34700 |
1.34700 |
-- |
| Apr 26, 2012 |
1.34700 |
1.34700 |
-- |
| Apr 25, 2012 |
1.34700 |
1.34500 |
+0.20 bps |
| Apr 24, 2012 |
1.34500 |
1.34500 |
-- |
| Apr 23, 2012 |
1.34500 |
1.34500 |
-- |
| Apr 20, 2012 |
1.34500 |
1.34700 |
-0.20 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.43800 |
1.43400 |
+0.40 bps |
| May 3, 2012 |
1.43400 |
1.43400 |
-- |
| May 2, 2012 |
1.43400 |
1.43600 |
-0.20 bps |
| May 1, 2012 |
1.43600 |
1.43400 |
+0.20 bps |
| Apr 27, 2012 |
1.43400 |
1.43200 |
+0.20 bps |
| Apr 26, 2012 |
1.43200 |
1.43000 |
+0.20 bps |
| Apr 25, 2012 |
1.43000 |
1.42600 |
+0.40 bps |
| Apr 24, 2012 |
1.42600 |
1.42600 |
-- |
| Apr 23, 2012 |
1.42600 |
1.42600 |
-- |
| Apr 20, 2012 |
1.42600 |
1.42600 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.51800 |
1.51600 |
+0.20 bps |
| May 3, 2012 |
1.51600 |
1.51600 |
-- |
| May 2, 2012 |
1.51600 |
1.51800 |
-0.20 bps |
| May 1, 2012 |
1.51800 |
1.51400 |
+0.40 bps |
| Apr 27, 2012 |
1.51400 |
1.51400 |
-- |
| Apr 26, 2012 |
1.51400 |
1.51200 |
+0.20 bps |
| Apr 25, 2012 |
1.51200 |
1.50500 |
+0.70 bps |
| Apr 24, 2012 |
1.50500 |
1.50400 |
+0.10 bps |
| Apr 23, 2012 |
1.50400 |
1.50400 |
-- |
| Apr 20, 2012 |
1.50400 |
1.50400 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.59800 |
1.59600 |
+0.20 bps |
| May 3, 2012 |
1.59600 |
1.59600 |
-- |
| May 2, 2012 |
1.59600 |
1.59800 |
-0.20 bps |
| May 1, 2012 |
1.59800 |
1.59800 |
-- |
| Apr 27, 2012 |
1.59800 |
1.59600 |
+0.20 bps |
| Apr 26, 2012 |
1.59600 |
1.59200 |
+0.40 bps |
| Apr 25, 2012 |
1.59200 |
1.58500 |
+0.70 bps |
| Apr 24, 2012 |
1.58500 |
1.58100 |
+0.40 bps |
| Apr 23, 2012 |
1.58100 |
1.57600 |
+0.50 bps |
| Apr 20, 2012 |
1.57600 |
1.57600 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.67400 |
1.67300 |
+0.10 bps |
| May 3, 2012 |
1.67300 |
1.67300 |
-- |
| May 2, 2012 |
1.67300 |
1.67700 |
-0.40 bps |
| May 1, 2012 |
1.67700 |
1.67100 |
+0.60 bps |
| Apr 27, 2012 |
1.67100 |
1.67100 |
-- |
| Apr 26, 2012 |
1.67100 |
1.66600 |
+0.50 bps |
| Apr 25, 2012 |
1.66600 |
1.65500 |
+1.10 bps |
| Apr 24, 2012 |
1.65500 |
1.65200 |
+0.30 bps |
| Apr 23, 2012 |
1.65200 |
1.64600 |
+0.60 bps |
| Apr 20, 2012 |
1.64600 |
1.64600 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.74900 |
1.74900 |
-- |
| May 3, 2012 |
1.74900 |
1.74900 |
-- |
| May 2, 2012 |
1.74900 |
1.74900 |
-- |
| May 1, 2012 |
1.74900 |
1.74200 |
+0.70 bps |
| Apr 27, 2012 |
1.74200 |
1.74200 |
-- |
| Apr 26, 2012 |
1.74200 |
1.73400 |
+0.80 bps |
| Apr 25, 2012 |
1.73400 |
1.71800 |
+1.60 bps |
| Apr 24, 2012 |
1.71800 |
1.71300 |
+0.50 bps |
| Apr 23, 2012 |
1.71300 |
1.71000 |
+0.30 bps |
| Apr 20, 2012 |
1.71000 |
1.70500 |
+0.50 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.81000 |
1.81000 |
-- |
| May 3, 2012 |
1.81000 |
1.81000 |
-- |
| May 2, 2012 |
1.81000 |
1.80900 |
+0.10 bps |
| May 1, 2012 |
1.80900 |
1.80200 |
+0.70 bps |
| Apr 27, 2012 |
1.80200 |
1.80000 |
+0.20 bps |
| Apr 26, 2012 |
1.80000 |
1.78800 |
+1.20 bps |
| Apr 25, 2012 |
1.78800 |
1.77000 |
+1.80 bps |
| Apr 24, 2012 |
1.77000 |
1.76400 |
+0.60 bps |
| Apr 23, 2012 |
1.76400 |
1.75900 |
+0.50 bps |
| Apr 20, 2012 |
1.75900 |
1.75200 |
+0.70 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.88300 |
1.88300 |
-- |
| May 3, 2012 |
1.88300 |
1.88300 |
-- |
| May 2, 2012 |
1.88300 |
1.88300 |
-- |
| May 1, 2012 |
1.88300 |
1.87000 |
+1.30 bps |
| Apr 27, 2012 |
1.87000 |
1.86600 |
+0.40 bps |
| Apr 26, 2012 |
1.86600 |
1.84800 |
+1.80 bps |
| Apr 25, 2012 |
1.84800 |
1.83400 |
+1.40 bps |
| Apr 24, 2012 |
1.83400 |
1.82800 |
+0.60 bps |
| Apr 23, 2012 |
1.82800 |
1.82400 |
+0.40 bps |
| Apr 20, 2012 |
1.82400 |
1.81600 |
+0.80 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.96600 |
1.96600 |
-- |
| May 3, 2012 |
1.96600 |
1.96600 |
-- |
| May 2, 2012 |
1.96600 |
1.96600 |
-- |
| May 1, 2012 |
1.96600 |
1.95300 |
+1.30 bps |
| Apr 27, 2012 |
1.95300 |
1.95000 |
+0.30 bps |
| Apr 26, 2012 |
1.95000 |
1.93300 |
+1.70 bps |
| Apr 25, 2012 |
1.93300 |
1.91700 |
+1.60 bps |
| Apr 24, 2012 |
1.91700 |
1.91100 |
+0.60 bps |
| Apr 23, 2012 |
1.91100 |
1.90600 |
+0.50 bps |
| Apr 20, 2012 |
1.90600 |
1.90200 |
+0.40 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
2.04400 |
2.04000 |
+0.40 bps |
| May 3, 2012 |
2.04000 |
2.03700 |
+0.30 bps |
| May 2, 2012 |
2.03700 |
2.03800 |
-0.10 bps |
| May 1, 2012 |
2.03800 |
2.03200 |
+0.60 bps |
| Apr 27, 2012 |
2.03200 |
2.03000 |
+0.20 bps |
| Apr 26, 2012 |
2.03000 |
2.02000 |
+1.00 bps |
| Apr 25, 2012 |
2.02000 |
2.00400 |
+1.60 bps |
| Apr 24, 2012 |
2.00400 |
2.00000 |
+0.40 bps |
| Apr 23, 2012 |
2.00000 |
1.99700 |
+0.30 bps |
| Apr 20, 2012 |
1.99700 |
1.99300 |
+0.40 bps |
Canadian LIBOR Yield Curve
The London Interbank Offered Rate or LIBOR is the average of the interest rate for overnight loans in the London banking system.
