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O/N LIBOR USD
GB00BBD82G76, TRFDXX

daily
%
UTC+3
Previous value
on 29/06/2023
from
to
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Index description

O/N LIBOR (London Inter-bank Offered Rate) is the average rates at which LIBOR panel banks could obtain wholesale, unsecured funding overnight in USD at 11.00 GMT. LIBOR is provided with a weekly delay.

Methodology

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(112, date)

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Subgroup indices

Index Current value Date
O/N LIBOR USD 5.06157 % 30/06/2023
1W LIBOR USD 0.07625 % 30/12/2021
2M LIBOR USD 0.1545 % 30/12/2021
2W LIBOR USD 0.17113 % 31/05/2013
4M LIBOR USD 0.3171 % 31/05/2013
5M LIBOR USD 0.36726 % 31/05/2013
7M LIBOR USD 0.46741 % 31/05/2013
8M LIBOR USD 0.51215 % 31/05/2013
9M LIBOR USD 0.5508 % 31/05/2013
10M LIBOR USD 0.59025 % 31/05/2013
11M LIBOR USD 0.6394 % 31/05/2013
12M LIBOR USD 6.04143 % 30/06/2023
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