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
One Response to “Libor Chart”
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?