LIBOR rates

MacroVar provides free current and historical data and analysis for LIBOR rates for USD LIBOR, EUR LIBOR, GBP LIBOR and JPY LIBOR. Click here to find detailed background information about LIBOR.

LIBOR stands for London Interbank Offered rate, serves as the global key benchmark interest rate that indicates borrowing costs between banks. LIBOR is the average interest rate at which major banks borrow from one another. LIBOR is based on five major currencies including the U.S. Dollar, Euro, British Pound, Japanese Yen and Swiss Franc. LIBOR comes in seven different maturities from overnight LIBOR rate, one week, and one, two, three, six and twelve months. The most commonly quoted rate is the three-month U.S. dollar rate, usually referred to as the current LIBOR rate. LIBOR is administered by the Intercontinental Exchange and published once a day at around 11:55 a.m. London time.

USD Libor rates

DateO/N1W1M2M3M6M12M
16/07/20210,090,090,080,110,130,150,24
15/07/20210,090,090,090,110,130,150,24
14/07/20210,090,090,090,120,130,150,24
13/07/20210,090,090,090,120,130,150,24
12/07/20210,090,090,100,120,130,150,24
09/07/20210,090,090,100,120,130,150,24
08/07/20210,090,090,100,110,120,160,24
07/07/20210,090,100,100,120,120,160,24
06/07/20210,080,090,100,120,130,170,24
05/07/20210,080,090,100,120,140,160,24

EUR Libor rates

DateO/N1W1M2M3M6M12M
16/07/2021-0,58-0,58-0,57-0,56-0,56-0,52-0,49
15/07/2021-0,58-0,58-0,57-0,56-0,55-0,52-0,49
14/07/2021-0,58-0,58-0,57-0,56-0,55-0,53-0,49
13/07/2021-0,59-0,58-0,57-0,56-0,56-0,53-0,49
12/07/2021-0,59-0,58-0,57-0,56-0,55-0,53-0,49
09/07/2021-0,59-0,58-0,57-0,56-0,55-0,53-0,49
08/07/2021-0,59-0,58-0,58-0,56-0,55-0,53-0,49
07/07/2021-0,59-0,58-0,58-0,56-0,55-0,53-0,49
06/07/2021-0,59-0,58-0,58-0,56-0,55-0,53-0,49
05/07/2021-0,58-0,58-0,58-0,56-0,55-0,53-0,49

GBP Libor rates

DateO/N1W1M2M3M6M12M
16/07/20210,0406300,042880,052880,063630,076750,099130,19613
15/07/20210,0405000,043750,054000,063500,078130,093000,17625
14/07/20210,0407500,041750,051750,064130,079500,094500,17825
13/07/20210,0406300,042250,049880,062250,077630,096380,17438
12/07/20210,0408800,041000,051380,062500,077130,103880,17313
09/07/20210,0408800,041500,053250,065000,077130,101750,17300
08/07/20210,0408800,041130,054500,064630,076880,099000,16863
07/07/20210,0411300,043000,054500,066000,079000,099250,17038
06/07/20210,0411300,041750,057000,066750,078380,099500,17188
05/07/20210,0413800,042750,054500,068000,079000,105250,17163

JPY Libor rates

DateO/N1W1M2M3M6M12M
16/07/2021-0,10-0,09-0,08-0,06-0,08-0,070,04
15/07/2021-0,11-0,09-0,08-0,06-0,08-0,070,04
14/07/2021-0,11-0,10-0,08-0,06-0,08-0,070,05
13/07/2021-0,12-0,10-0,08-0,06-0,08-0,070,04
12/07/2021-0,11-0,09-0,08-0,05-0,08-0,070,04
09/07/2021-0,11-0,09-0,08-0,05-0,08-0,070,05
08/07/2021-0,11-0,09-0,08-0,05-0,08-0,070,05
07/07/2021-0,10-0,09-0,07-0,04-0,08-0,070,05
06/07/2021-0,10-0,09-0,06-0,04-0,08-0,070,05
05/07/2021-0,10-0,09-0,06-0,04-0,08-0,070,05

LIBOR Analysis

LIBOR Introduction
LIBOR (London Interbank Offered Rate) is the average interest rate global banks lend to each other also called the interbank rate. LIBOR is based on five major currencies including the US Dollar, Euro, Japanese Yen, British Pound and the Swiss Franc. LIBOR is calculated for different maturities including overnight rates, one week, and one, two, three, six and twelve months.
The benchmark LIBOR rate is the three-month U.S. dollar rate. LIBOR is administered by ICE which asks major banks the rate at which they would charge other banks for short-term loans. The rates are published once a day at 11:55 a.m, London time. LIBOR is the basis for interest rates charged on consumer loans globally.

LIBOR Calculation
ICE Benchmark administration (IBA) has a panel of 16 major banks for each currency. The major banks constituting the panel include Bank of America, Citibank, JPMorgan Chase, Barclays, Deutsche Bank and UBS. LIBOR rate is calculated using the trimmed mean approach.

LIBOR uses
LIBOR is used globally for many financial products. Financial products include:

  1. Loans: Floating rate certificate of deposits, syndicated laons, mortages
  2. Consumer Loans: Mortgages and consumer loans
  3. Derivatives: Forward rate agreements (FRA), interest rate swaps, options, interest rates futures

LIBOR alternatives
Secured Overnight Financing Rate (SOFR) is a secured interbank overnight interest rate and reference rate established as an alternative to Libor.

Should you be interested in the LIBOR rates historical data and charts for the currencies and maturities monitored by MacroVar, please click on one of the links below.

  1. USD LIBOR: USD LIBOR Overnight USD 1 Week USD 1 Month USD 2 Months USD 3 Months USD 6 Months USD 12 Months
  2. EUR LIBOR: EUR LIBOR Overnight EUR 1 Week EUR 1 Month EUR 2 Months EUR 3 Months EUR 6 Months EUR 12 Months
  3. GBP LIBOR: GBP LIBOR Overnight GBP 1 Week GBP 1 Month GBP 2 Months GBP 3 Months GBP 6 Months GBP 12 Months
  4. JPY LIBOR: JPY LIBOR Overnight JPY 1 Week JPY 1 Month JPY 2 Months JPY 3 Months JPY 6 Months JPY 12 Months
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