Libor on the Last Day

December 31st, 2008 8:59 am | by John Jansen |

Libor US$ Fixing
12/31 12/30 Change
OVERNIGHT 0.13500 0.13875 -0.00375
1 WEEK 0.38500 0.40063 -0.01563
2 WEEKS 0.39875 0.42375 -0.02500
1 MONTH 0.43625 0.44750 -0.01125
2 MONTH 1.10375 1.11500 -0.01125
3 MONTH 1.42500 1.43500 -0.01000
4 MONTH 1.55625 1.58125 -0.02500
5 MONTH 1.65250 1.67750 -0.02500
6 MONTH 1.75000 1.77500 -0.02500
9 MONTH 1.89750 1.92125 -0.02375
12 MONTH 2.00375 2.02500 -0.02125

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