Libor

January 30th, 2009 9:42 am | by John Jansen |

Libor US$ Fixing
                 1/30         1/29      Change
OVERNIGHT     0.30500      0.22125     0.08375
1 WEEK        0.32375      0.31625     0.00750
2 WEEKS       0.36875      0.36625     0.00250
1 MONTH       0.41938      0.41250     0.00688
2 MONTH       0.91313      0.90500     0.00813
3 MONTH       1.18438      1.17000     0.01438
4 MONTH       1.38625      1.36750     0.01875
5 MONTH       1.51250      1.49750     0.01500
6 MONTH       1.66000      1.63375     0.02625
9 MONTH       1.82375      1.78000     0.04375
12 MONTH      1.97500      1.92250     0.05250

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  1. 2 Responses to “Libor”

  2. By UrbanDigs on Jan 31, 2009 | Reply

    EURODOLLAR Futures sold off about 17 ticks Friday. Lets see how this impacts LIBOR next week!

    We may get another round of LIBOR concerns if this continues

  3. By Steve on Feb 2, 2009 | Reply

    Both Eurodollar and LIBOR futures are lower Sunday evening. Will the Fed threaten to buy those, too, to force interest rates at artificially low rates?

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