London Interbank Offered Rate and LIBOR Yield Curve
US 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 |
0.14700 |
0.14700 |
-- |
| May 3, 2012 |
0.14700 |
0.14700 |
-- |
| May 2, 2012 |
0.14700 |
0.14700 |
-- |
| May 1, 2012 |
0.14700 |
0.14600 |
+0.10 bps |
| Apr 27, 2012 |
0.14600 |
0.14600 |
-- |
| Apr 26, 2012 |
0.14600 |
0.14400 |
+0.20 bps |
| Apr 25, 2012 |
0.14400 |
0.14500 |
-0.10 bps |
| Apr 24, 2012 |
0.14500 |
0.14700 |
-0.20 bps |
| Apr 23, 2012 |
0.14700 |
0.14800 |
-0.10 bps |
| Apr 20, 2012 |
0.14800 |
0.14900 |
-0.10 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.18960 |
0.18960 |
-- |
| May 3, 2012 |
0.18960 |
0.18860 |
+0.10 bps |
| May 2, 2012 |
0.18860 |
0.19060 |
-0.20 bps |
| May 1, 2012 |
0.19060 |
0.19060 |
-- |
| Apr 27, 2012 |
0.19060 |
0.19060 |
-- |
| Apr 26, 2012 |
0.19060 |
0.19060 |
-- |
| Apr 25, 2012 |
0.19060 |
0.19060 |
-- |
| Apr 24, 2012 |
0.19060 |
0.19070 |
-0.01 bps |
| Apr 23, 2012 |
0.19070 |
0.19070 |
-- |
| Apr 20, 2012 |
0.19070 |
0.18870 |
+0.20 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.21050 |
0.21050 |
-- |
| May 3, 2012 |
0.21050 |
0.21050 |
-- |
| May 2, 2012 |
0.21050 |
0.21150 |
-0.10 bps |
| May 1, 2012 |
0.21150 |
0.21150 |
-- |
| Apr 27, 2012 |
0.21150 |
0.21150 |
-- |
| Apr 26, 2012 |
0.21150 |
0.21150 |
-- |
| Apr 25, 2012 |
0.21150 |
0.21150 |
-- |
| Apr 24, 2012 |
0.21150 |
0.21150 |
-- |
| Apr 23, 2012 |
0.21150 |
0.21150 |
-- |
| Apr 20, 2012 |
0.21150 |
0.21150 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.23875 |
0.23875 |
-- |
| May 3, 2012 |
0.23875 |
0.23875 |
-- |
| May 2, 2012 |
0.23875 |
0.23875 |
-- |
| May 1, 2012 |
0.23875 |
0.23875 |
-- |
| Apr 27, 2012 |
0.23875 |
0.23875 |
-- |
| Apr 26, 2012 |
0.23875 |
0.23875 |
-- |
| Apr 25, 2012 |
0.23875 |
0.23875 |
-- |
| Apr 24, 2012 |
0.23875 |
0.23875 |
-- |
| Apr 23, 2012 |
0.23875 |
0.23975 |
-0.10 bps |
| Apr 20, 2012 |
0.23975 |
0.23975 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.34575 |
0.34575 |
-- |
| May 3, 2012 |
0.34575 |
0.34575 |
-- |
| May 2, 2012 |
0.34575 |
0.34675 |
-0.10 bps |
| May 1, 2012 |
0.34675 |
0.34675 |
-- |
| Apr 27, 2012 |
0.34675 |
0.34675 |
-- |
| Apr 26, 2012 |
0.34675 |
0.34675 |
-- |
| Apr 25, 2012 |
0.34675 |
0.34675 |
-- |
| Apr 24, 2012 |
0.34675 |
0.34755 |
-0.08 bps |
| Apr 23, 2012 |
0.34755 |
0.34755 |
-- |
| Apr 20, 2012 |
0.34755 |
0.34705 |
+0.05 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.46585 |
0.46585 |
-- |
| May 3, 2012 |
0.46585 |
0.46585 |
-- |
| May 2, 2012 |
0.46585 |
0.46585 |
-- |
| May 1, 2012 |
0.46585 |
0.46585 |
-- |
| Apr 27, 2012 |
0.46585 |
0.46585 |
-- |
| Apr 26, 2012 |
0.46585 |
0.46585 |
-- |
| Apr 25, 2012 |
0.46585 |
0.46585 |
-- |
| Apr 24, 2012 |
0.46585 |
0.46565 |
+0.02 bps |
| Apr 23, 2012 |
0.46565 |
0.46565 |
-- |
| Apr 20, 2012 |
0.46565 |
0.46565 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.56510 |
0.56510 |
-- |
| May 3, 2012 |
0.56510 |
0.56510 |
-- |
| May 2, 2012 |
0.56510 |
0.56510 |
-- |
| May 1, 2012 |
0.56510 |
0.56510 |
-- |
| Apr 27, 2012 |
0.56510 |
0.56510 |
-- |
| Apr 26, 2012 |
0.56510 |
0.56510 |
-- |
| Apr 25, 2012 |
0.56510 |
0.56510 |
-- |
| Apr 24, 2012 |
0.56510 |
0.56510 |
-- |
| Apr 23, 2012 |
0.56510 |
0.56510 |
-- |
| Apr 20, 2012 |
0.56510 |
0.56610 |
-0.10 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.64590 |
0.64590 |
-- |
| May 3, 2012 |
0.64590 |
0.64590 |
-- |
| May 2, 2012 |
0.64590 |
0.64590 |
-- |
| May 1, 2012 |
0.64590 |
0.64590 |
-- |
| Apr 27, 2012 |
0.64590 |
0.64590 |
-- |
| Apr 26, 2012 |
0.64590 |
0.64590 |
-- |
| Apr 25, 2012 |
0.64590 |
0.64590 |
-- |
| Apr 24, 2012 |
0.64590 |
0.64590 |
-- |
| Apr 23, 2012 |
0.64590 |
0.64590 |
-- |
| Apr 20, 2012 |
0.64590 |
0.64640 |
-0.05 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.72840 |
0.72740 |
+0.10 bps |
| May 3, 2012 |
0.72740 |
0.72740 |
-- |
| May 2, 2012 |
0.72740 |
0.72740 |
-- |
| May 1, 2012 |
0.72740 |
0.72840 |
-0.10 bps |
| Apr 27, 2012 |
0.72840 |
0.72840 |
-- |
| Apr 26, 2012 |
0.72840 |
0.72940 |
-0.10 bps |
| Apr 25, 2012 |
0.72940 |
0.73040 |
-0.10 bps |
| Apr 24, 2012 |
0.73040 |
0.73040 |
-- |
| Apr 23, 2012 |
0.73040 |
0.73040 |
-- |
| Apr 20, 2012 |
0.73040 |
0.73040 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.78800 |
0.78800 |
-- |
| May 3, 2012 |
0.78800 |
0.78700 |
+0.10 bps |
| May 2, 2012 |
0.78700 |
0.78700 |
-- |
| May 1, 2012 |
0.78700 |
0.78800 |
-0.10 bps |
| Apr 27, 2012 |
0.78800 |
0.78800 |
-- |
| Apr 26, 2012 |
0.78800 |
0.78900 |
-0.10 bps |
| Apr 25, 2012 |
0.78900 |
0.79000 |
-0.10 bps |
| Apr 24, 2012 |
0.79000 |
0.79000 |
-- |
| Apr 23, 2012 |
0.79000 |
0.79000 |
-- |
| Apr 20, 2012 |
0.79000 |
0.79000 |
-- |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.83970 |
0.83970 |
-- |
| May 3, 2012 |
0.83970 |
0.83870 |
+0.10 bps |
| May 2, 2012 |
0.83870 |
0.83920 |
-0.05 bps |
| May 1, 2012 |
0.83920 |
0.83920 |
-- |
| Apr 27, 2012 |
0.83920 |
0.83920 |
-- |
| Apr 26, 2012 |
0.83920 |
0.83920 |
-- |
| Apr 25, 2012 |
0.83920 |
0.83920 |
-- |
| Apr 24, 2012 |
0.83920 |
0.83920 |
-- |
| Apr 23, 2012 |
0.83920 |
0.84020 |
-0.10 bps |
| Apr 20, 2012 |
0.84020 |
0.83920 |
+0.10 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.88880 |
0.88780 |
+0.10 bps |
| May 3, 2012 |
0.88780 |
0.88680 |
+0.10 bps |
| May 2, 2012 |
0.88680 |
0.88680 |
-- |
| May 1, 2012 |
0.88680 |
0.88580 |
+0.10 bps |
| Apr 27, 2012 |
0.88580 |
0.88580 |
-- |
| Apr 26, 2012 |
0.88580 |
0.88580 |
-- |
| Apr 25, 2012 |
0.88580 |
0.88580 |
-- |
| Apr 24, 2012 |
0.88580 |
0.88580 |
-- |
| Apr 23, 2012 |
0.88580 |
0.88580 |
-- |
| Apr 20, 2012 |
0.88580 |
0.88530 |
+0.05 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.94140 |
0.94040 |
+0.10 bps |
| May 3, 2012 |
0.94040 |
0.93940 |
+0.10 bps |
| May 2, 2012 |
0.93940 |
0.93890 |
+0.05 bps |
| May 1, 2012 |
0.93890 |
0.93890 |
-- |
| Apr 27, 2012 |
0.93890 |
0.93890 |
-- |
| Apr 26, 2012 |
0.93890 |
0.93890 |
-- |
| Apr 25, 2012 |
0.93890 |
0.93940 |
-0.05 bps |
| Apr 24, 2012 |
0.93940 |
0.93940 |
-- |
| Apr 23, 2012 |
0.93940 |
0.94040 |
-0.10 bps |
| Apr 20, 2012 |
0.94040 |
0.93890 |
+0.15 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
0.99220 |
0.99220 |
-- |
| May 3, 2012 |
0.99220 |
0.99120 |
+0.10 bps |
| May 2, 2012 |
0.99120 |
0.99120 |
-- |
| May 1, 2012 |
0.99120 |
0.99120 |
-- |
| Apr 27, 2012 |
0.99120 |
0.99120 |
-- |
| Apr 26, 2012 |
0.99120 |
0.99120 |
-- |
| Apr 25, 2012 |
0.99120 |
0.99170 |
-0.05 bps |
| Apr 24, 2012 |
0.99170 |
0.99170 |
-- |
| Apr 23, 2012 |
0.99170 |
0.99170 |
-- |
| Apr 20, 2012 |
0.99170 |
0.99120 |
+0.05 bps |
| Date |
Value |
Previous |
Change |
| May 4, 2012 |
1.04920 |
1.04920 |
-- |
| May 3, 2012 |
1.04920 |
1.04720 |
+0.20 bps |
| May 2, 2012 |
1.04720 |
1.04720 |
-- |
| May 1, 2012 |
1.04720 |
1.04720 |
-- |
| Apr 27, 2012 |
1.04720 |
1.04720 |
-- |
| Apr 26, 2012 |
1.04720 |
1.04720 |
-- |
| Apr 25, 2012 |
1.04720 |
1.04770 |
-0.05 bps |
| Apr 24, 2012 |
1.04770 |
1.04770 |
-- |
| Apr 23, 2012 |
1.04770 |
1.04770 |
-- |
| Apr 20, 2012 |
1.04770 |
1.04720 |
+0.05 bps |
US LIBOR Yield Curve
The LIBOR yield curve plots interest rates for a range of maturities (from overnight to one year). LIBOR yield curve is typically a little higher than government curves and is widely used in the financial markets.
