12M LIBOR USD

Name: 12M LIBOR USD
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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daily

UTC+3

Previous value

on 29/06/2023

from

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Index description

12M LIBOR (London Inter-bank Offered Rate) is the average rates at which LIBOR panel banks could obtain wholesale, unsecured funding for twelve months 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(116, 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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