London Interbank Offered Rate and LIBOR Yield Curve
EU 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 |
| Mar 21, 2013 |
0.02000 |
0.01929 |
+0.07 bps |
| Mar 20, 2013 |
0.01929 |
0.01929 |
-- |
| Mar 19, 2013 |
0.01929 |
0.01857 |
+0.07 bps |
| Mar 18, 2013 |
0.01857 |
0.01857 |
-- |
| Mar 15, 2013 |
0.01857 |
0.01857 |
-- |
| Mar 14, 2013 |
0.01857 |
0.01857 |
-- |
| Mar 13, 2013 |
0.01857 |
0.01857 |
-- |
| Mar 12, 2013 |
0.01857 |
0.01857 |
-- |
| Mar 11, 2013 |
0.01857 |
0.01857 |
-- |
| Mar 8, 2013 |
0.01857 |
0.01786 |
+0.07 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.03186 |
0.03186 |
-- |
| Mar 20, 2013 |
0.03186 |
0.03043 |
+0.14 bps |
| Mar 19, 2013 |
0.03043 |
0.02900 |
+0.14 bps |
| Mar 18, 2013 |
0.02900 |
0.02971 |
-0.07 bps |
| Mar 15, 2013 |
0.02971 |
0.02971 |
-- |
| Mar 14, 2013 |
0.02971 |
0.02829 |
+0.14 bps |
| Mar 13, 2013 |
0.02829 |
0.02686 |
+0.14 bps |
| Mar 12, 2013 |
0.02686 |
0.02686 |
-- |
| Mar 11, 2013 |
0.02686 |
0.02686 |
-- |
| Mar 8, 2013 |
0.02686 |
0.02686 |
-- |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.04329 |
0.04329 |
-- |
| Mar 20, 2013 |
0.04329 |
0.04257 |
+0.07 bps |
| Mar 19, 2013 |
0.04257 |
0.04043 |
+0.21 bps |
| Mar 18, 2013 |
0.04043 |
0.04114 |
-0.07 bps |
| Mar 15, 2013 |
0.04114 |
0.04114 |
-- |
| Mar 14, 2013 |
0.04114 |
0.03971 |
+0.14 bps |
| Mar 13, 2013 |
0.03971 |
0.04114 |
-0.14 bps |
| Mar 12, 2013 |
0.04114 |
0.04043 |
+0.07 bps |
| Mar 11, 2013 |
0.04043 |
0.03829 |
+0.21 bps |
| Mar 8, 2013 |
0.03829 |
0.03829 |
-- |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.06000 |
0.06000 |
-- |
| Mar 20, 2013 |
0.06000 |
0.05929 |
+0.07 bps |
| Mar 19, 2013 |
0.05929 |
0.05786 |
+0.14 bps |
| Mar 18, 2013 |
0.05786 |
0.05786 |
-- |
| Mar 15, 2013 |
0.05786 |
0.05929 |
-0.14 bps |
| Mar 14, 2013 |
0.05929 |
0.05786 |
+0.14 bps |
| Mar 13, 2013 |
0.05786 |
0.05714 |
+0.07 bps |
| Mar 12, 2013 |
0.05714 |
0.05714 |
-- |
| Mar 11, 2013 |
0.05714 |
0.05571 |
+0.14 bps |
| Mar 8, 2013 |
0.05571 |
0.05571 |
-- |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.09929 |
0.09929 |
-- |
| Mar 20, 2013 |
0.09929 |
0.09357 |
+0.57 bps |
| Mar 19, 2013 |
0.09357 |
0.09286 |
+0.07 bps |
| Mar 18, 2013 |
0.09286 |
0.09286 |
-- |
| Mar 15, 2013 |
0.09286 |
0.09286 |
-- |
| Mar 14, 2013 |
0.09286 |
0.09143 |
+0.14 bps |
| Mar 13, 2013 |
0.09143 |
0.09143 |
-- |
| Mar 12, 2013 |
0.09143 |
0.09143 |
-- |
| Mar 11, 2013 |
0.09143 |
0.09000 |
+0.14 bps |
| Mar 8, 2013 |
0.09000 |
0.09000 |
-- |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.13286 |
0.13214 |
+0.07 bps |
| Mar 20, 2013 |
0.13214 |
0.13000 |
+0.21 bps |
| Mar 19, 2013 |
0.13000 |
0.12857 |
+0.14 bps |
| Mar 18, 2013 |
0.12857 |
0.12714 |
+0.14 bps |
| Mar 15, 2013 |
0.12714 |
0.12714 |
-- |
| Mar 14, 2013 |
0.12714 |
0.12571 |
+0.14 bps |
| Mar 13, 2013 |
0.12571 |
0.12571 |
-- |
| Mar 12, 2013 |
0.12571 |
0.12643 |
-0.07 bps |
| Mar 11, 2013 |
0.12643 |
0.12571 |
+0.07 bps |
| Mar 8, 2013 |
0.12571 |
0.12357 |
+0.21 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.16500 |
0.16500 |
-- |
| Mar 20, 2013 |
0.16500 |
0.16429 |
+0.07 bps |
| Mar 19, 2013 |
0.16429 |
0.16071 |
+0.36 bps |
| Mar 18, 2013 |
0.16071 |
0.16071 |
-- |
| Mar 15, 2013 |
0.16071 |
0.16071 |
-- |
| Mar 14, 2013 |
0.16071 |
0.16000 |
+0.07 bps |
| Mar 13, 2013 |
0.16000 |
0.16000 |
-- |
| Mar 12, 2013 |
0.16000 |
0.16071 |
-0.07 bps |
| Mar 11, 2013 |
0.16071 |
0.16000 |
+0.07 bps |
| Mar 8, 2013 |
0.16000 |
0.15786 |
+0.21 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.19643 |
0.19643 |
-- |
| Mar 20, 2013 |
0.19643 |
0.19571 |
+0.07 bps |
| Mar 19, 2013 |
0.19571 |
0.19286 |
+0.28 bps |
| Mar 18, 2013 |
0.19286 |
0.19286 |
-- |
| Mar 15, 2013 |
0.19286 |
0.19500 |
-0.21 bps |
| Mar 14, 2013 |
0.19500 |
0.19500 |
-- |
| Mar 13, 2013 |
0.19500 |
0.19429 |
+0.07 bps |
| Mar 12, 2013 |
0.19429 |
0.19500 |
-0.07 bps |
| Mar 11, 2013 |
0.19500 |
0.19429 |
+0.07 bps |
| Mar 8, 2013 |
0.19429 |
0.19143 |
+0.29 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.22857 |
0.22857 |
-- |
| Mar 20, 2013 |
0.22857 |
0.22643 |
+0.21 bps |
| Mar 19, 2013 |
0.22643 |
0.22286 |
+0.36 bps |
| Mar 18, 2013 |
0.22286 |
0.22429 |
-0.14 bps |
| Mar 15, 2013 |
0.22429 |
0.22571 |
-0.14 bps |
| Mar 14, 2013 |
0.22571 |
0.22571 |
-- |
| Mar 13, 2013 |
0.22571 |
0.22571 |
-- |
| Mar 12, 2013 |
0.22571 |
0.22714 |
-0.14 bps |
| Mar 11, 2013 |
0.22714 |
0.22571 |
+0.14 bps |
| Mar 8, 2013 |
0.22571 |
0.22286 |
+0.29 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.25929 |
0.25929 |
-- |
| Mar 20, 2013 |
0.25929 |
0.25714 |
+0.21 bps |
| Mar 19, 2013 |
0.25714 |
0.25571 |
+0.14 bps |
| Mar 18, 2013 |
0.25571 |
0.25571 |
-- |
| Mar 15, 2013 |
0.25571 |
0.25857 |
-0.29 bps |
| Mar 14, 2013 |
0.25857 |
0.25786 |
+0.07 bps |
| Mar 13, 2013 |
0.25786 |
0.25786 |
-- |
| Mar 12, 2013 |
0.25786 |
0.25929 |
-0.14 bps |
| Mar 11, 2013 |
0.25929 |
0.25786 |
+0.14 bps |
| Mar 8, 2013 |
0.25786 |
0.25429 |
+0.36 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.29214 |
0.29286 |
-0.07 bps |
| Mar 20, 2013 |
0.29286 |
0.29000 |
+0.29 bps |
| Mar 19, 2013 |
0.29000 |
0.28714 |
+0.29 bps |
| Mar 18, 2013 |
0.28714 |
0.28857 |
-0.14 bps |
| Mar 15, 2013 |
0.28857 |
0.29214 |
-0.36 bps |
| Mar 14, 2013 |
0.29214 |
0.29214 |
-- |
| Mar 13, 2013 |
0.29214 |
0.29214 |
-- |
| Mar 12, 2013 |
0.29214 |
0.29357 |
-0.14 bps |
| Mar 11, 2013 |
0.29357 |
0.29286 |
+0.07 bps |
| Mar 8, 2013 |
0.29286 |
0.29071 |
+0.21 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.32429 |
0.32429 |
-- |
| Mar 20, 2013 |
0.32429 |
0.32143 |
+0.29 bps |
| Mar 19, 2013 |
0.32143 |
0.31714 |
+0.43 bps |
| Mar 18, 2013 |
0.31714 |
0.32214 |
-0.50 bps |
| Mar 15, 2013 |
0.32214 |
0.32143 |
+0.07 bps |
| Mar 14, 2013 |
0.32143 |
0.32143 |
-- |
| Mar 13, 2013 |
0.32143 |
0.32143 |
-- |
| Mar 12, 2013 |
0.32143 |
0.32286 |
-0.14 bps |
| Mar 11, 2013 |
0.32286 |
0.32143 |
+0.14 bps |
| Mar 8, 2013 |
0.32143 |
0.31643 |
+0.50 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.35857 |
0.36071 |
-0.21 bps |
| Mar 20, 2013 |
0.36071 |
0.35643 |
+0.43 bps |
| Mar 19, 2013 |
0.35643 |
0.35143 |
+0.50 bps |
| Mar 18, 2013 |
0.35143 |
0.35500 |
-0.36 bps |
| Mar 15, 2013 |
0.35500 |
0.35429 |
+0.07 bps |
| Mar 14, 2013 |
0.35429 |
0.35429 |
-- |
| Mar 13, 2013 |
0.35429 |
0.35429 |
-- |
| Mar 12, 2013 |
0.35429 |
0.35429 |
-- |
| Mar 11, 2013 |
0.35429 |
0.35286 |
+0.14 bps |
| Mar 8, 2013 |
0.35286 |
0.34643 |
+0.64 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.39571 |
0.39786 |
-0.21 bps |
| Mar 20, 2013 |
0.39786 |
0.39429 |
+0.36 bps |
| Mar 19, 2013 |
0.39429 |
0.38857 |
+0.57 bps |
| Mar 18, 2013 |
0.38857 |
0.39286 |
-0.43 bps |
| Mar 15, 2013 |
0.39286 |
0.39286 |
-- |
| Mar 14, 2013 |
0.39286 |
0.39286 |
-- |
| Mar 13, 2013 |
0.39286 |
0.39286 |
-- |
| Mar 12, 2013 |
0.39286 |
0.39143 |
+0.14 bps |
| Mar 11, 2013 |
0.39143 |
0.39071 |
+0.07 bps |
| Mar 8, 2013 |
0.39071 |
0.38571 |
+0.50 bps |
| Date |
Value |
Previous |
Change |
| Mar 21, 2013 |
0.43571 |
0.43571 |
-- |
| Mar 20, 2013 |
0.43571 |
0.43286 |
+0.28 bps |
| Mar 19, 2013 |
0.43286 |
0.42929 |
+0.36 bps |
| Mar 18, 2013 |
0.42929 |
0.43214 |
-0.29 bps |
| Mar 15, 2013 |
0.43214 |
0.43214 |
-- |
| Mar 14, 2013 |
0.43214 |
0.43214 |
-- |
| Mar 13, 2013 |
0.43214 |
0.43143 |
+0.07 bps |
| Mar 12, 2013 |
0.43143 |
0.43000 |
+0.14 bps |
| Mar 11, 2013 |
0.43000 |
0.43000 |
-- |
| Mar 8, 2013 |
0.43000 |
0.42643 |
+0.36 bps |
EU 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.
