USD LIBOR

MacroVar monitors USD LIBOR current rates and provides free historical data for USD LIBOR Overnight, 1 week, 1 month, 2 months, 3 months, 6 months and 1 year.

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

MacroVar also analyzes the LIBOR forward curve to monitor the market’s expectations in regards to central bank monetary policy (rate hikes/cuts), financial markets and economic outlook.

USD LIBOR definition

USD LIBOR (London Interbank Offered Rate) is a benchmark rate that some of the world’s leading banks charge each other for unsecured USD-denominated loans in the short-term money market. The USD LIBOR index is the adjustable interest rate referenced on hundreds of trillions of U.S. dollars’ worth of debt and derivatives. USD LIBOR is administered by the ICE Benchmark Administration (IBA) serves the following maturities: overnight, one week, and 1, 2, 3, 6 and 12 months. The most commonly quoted rate is the three-month U.S. dollar rate.

USD LIBOR contributors

The financial institutions which are contributors in calculating the USD LIBOR index are: Bank of America, 2. Bank of Tokyo-Mitsubishi UFJ, 3. Barclays Bank, 4. Citibank NA, 5. Credit Agricole CIB, 6. Credit Suisse, 7. Deutsche Bank, 8. HSBC, 9. JP Morgan Chase, 10. Lloyds Banking Group, 11. Rabobank, 12. Royal Bank of Canada, 13. Société Générale, 14. Sumitomo Mitsui Banking Corporation Europe Ltd, 15. Norinchukin Bank, 16. Royal Bank of Scotland, 17. UBS AG

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