Libor Chart

October 23rd, 2008 7:34 am | by John Jansen |

                                                                                Libor US$ Fixing
                 10/23        10/22      Change                     
OVERNIGHT       1.20625      1.11875     .08750
1 WEEK          2.19750      2.16875     .02875
2 WEEKS         2.55375      2.51875     .03500
1 MONTH         3.25875      3.27500    -.01625
2 MONTH         3.38625      3.38375     .00250
3 MONTH         3.53500      3.54125    -.00625
4 MONTH         3.53500      3.50125     .03375
5 MONTH         3.53125      3.49000     .04125
6 MONTH         3.53000      3.48250     .04750
9 MONTH         3.50500      3.45250     .05250
12 MONTH        3.50250      3.42375     .07875
                                               

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  1. One Response to “Libor Chart”

  2. By yagij on Oct 23, 2008 | Reply

    If I am interpreting the LIBOR rates correctly, there is no “risk” or “less risk” between 3 months and 12 months down the road?

    With the solvency problems that could be sprouting up everywhere, how does that makes sense? Just a sign that LIBOR is still broken?

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