LIBOR (London Inter-Bank Offered Rate)

(incorporating comments...) 

The British Bankers' Association website has day by day historical LIBOR since 1986. Daily rates remain on the website for 6 months, after which they are removed from the free rates section of the website. Free rates are for personal use only and are not to be used by a company for a business requirement.

Historical BBA Libor data requires a licence from the BBA.

ICEAW produce some alternative sources for the LIBOR on their Knowledge Guide to Base Rates webpage.

BBA Libor (new website for all things LIBOR): http://www.bbalibor.com/bba/jsp/polopoly.jsp?d=1621

BBA Libor on Twitter: http://twitter.com/BBALIBOR

Further sources:

• Comprehensive range of rates from the FT.com from January 2007 (http://markets.ft.com/ft/markets/researchArchive). Under "choose a category" select Bonds & Rates; under "choose a report" select Markets Interest Summary. You can then click on the date you want and this brings up a PDF with the various LIBOR rates for that day
• useful table of monthly averages for the 3-month US dollar LIBOR (1999-) provided by the London Maritime Arbitrators Association at: http://www.lmaa.org.uk/interest-rates-us-libor.aspx
• various LIBOR rates on Mortgage X: http://mortgage-x.com/general/indexes/
• 8 month comprehensive archive on This is Money; http://www.thisismoney.co.uk/libor
• 15 year archive for full range of USD and GBP LIBOR at RBS Databank: http://www.databank.rbs.com/default.aspx
• It could be possible to get the data from your firm's bank (via Accounts/Finance dept)
• Premium subscription services: BBA, Bloomberg and Thomson Datastream

Return to How do I

Return to Directories and Reference