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3 month libor rate
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anyone know what the new 3 month libor rate is???
i know it was updated on 1 march 2009 but i dont know what the new rate is
i know it was updated on 1 march 2009 but i dont know what the new rate is
Answers
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For more on marking an answer as the "Best Answer", please visit our FAQ.What currency? what date? Libor rates are updated daily if its GBP you are after see below ;-
three-month sterling Libor rate fell from 2.049% to 2.03% , announced on Monday, 2 March.
GBP CAD JPY *SN EUR 365 USD
--- --- --- ------- ---
O/N 1.01875 0.88833 0.17763 1.20780 0.31000
1WK 1.11250 0.85000 0.21950 1.32693 0.37500
2WK 1.21625 0.87833 0.25625 1.40424 0.41250
1MO 1.39500 1.03333 0.49625 1.52908 0.49750
2MO 1.83125 1.15833 0.58125 1.68559 0.96688
3MO 2.03375 1.30000 0.63500 1.83894 1.26625
4MO 2.10938 1.45000 0.69938 1.88774 1.51938
5MO 2.16250 1.57667 0.75125 1.91498 1.64750
6MO 2.22188 1.68833 0.79813 1.94857 1.80375
7MO 2.25500 1.81667 0.82788 1.97201 1.85125
8MO 2.28250 1.94500 0.86063 1.98722 1.90188
9MO 2.31125 2.07000 0.89075 2.00370 1.95313
10MO 2.33000 2.13500 0.92075 2.02524 2.00688
11MO 2.35000 2.19500 0.94425 2.03982 2.05813
12MO 2.37125 2.25000 0.97075 2.05757 2.11063
*SN=spot next
three-month sterling Libor rate fell from 2.049% to 2.03% , announced on Monday, 2 March.
GBP CAD JPY *SN EUR 365 USD
--- --- --- ------- ---
O/N 1.01875 0.88833 0.17763 1.20780 0.31000
1WK 1.11250 0.85000 0.21950 1.32693 0.37500
2WK 1.21625 0.87833 0.25625 1.40424 0.41250
1MO 1.39500 1.03333 0.49625 1.52908 0.49750
2MO 1.83125 1.15833 0.58125 1.68559 0.96688
3MO 2.03375 1.30000 0.63500 1.83894 1.26625
4MO 2.10938 1.45000 0.69938 1.88774 1.51938
5MO 2.16250 1.57667 0.75125 1.91498 1.64750
6MO 2.22188 1.68833 0.79813 1.94857 1.80375
7MO 2.25500 1.81667 0.82788 1.97201 1.85125
8MO 2.28250 1.94500 0.86063 1.98722 1.90188
9MO 2.31125 2.07000 0.89075 2.00370 1.95313
10MO 2.33000 2.13500 0.92075 2.02524 2.00688
11MO 2.35000 2.19500 0.94425 2.03982 2.05813
12MO 2.37125 2.25000 0.97075 2.05757 2.11063
*SN=spot next