Everything you need for fixed income research and monitoring.
5M LIBOR (London InterBank Offer Rate) EUR is the widely used benchmark for short-term interest rates, providing an indication of the average rates at which LIBOR panel banks could obtain wholesale, unsecured funding calculated on London business days based on euro with 5-months tenor. Rate is not calculated since 31.05.2013
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(2603, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| O/N LIBOR EUR | -0.6496 % | 31/12/2021 |
| 1W LIBOR EUR | -0.5941 % | 31/12/2021 |
| 1M LIBOR EUR | -0.6194 % | 31/12/2021 |
| 2M LIBOR EUR | -0.5881 % | 31/12/2021 |
| 2W LIBOR EUR | 0.0447 % | 31/05/2013 |
| 3M LIBOR EUR | -0.5806 % | 31/12/2021 |
| 4M LIBOR EUR | 0.1471 % | 31/05/2013 |
| 5M LIBOR EUR | 0.1736 % | 31/05/2013 |
| 6M LIBOR EUR | -0.556 % | 31/12/2021 |
| 7M LIBOR EUR | 0.2293 % | 31/05/2013 |
| 8M LIBOR EUR | 0.2636 % | 31/05/2013 |
| 9M LIBOR EUR | 0.2936 % | 31/05/2013 |
| 10M LIBOR EUR | 0.3243 % | 31/05/2013 |
| 11M LIBOR EUR | 0.355 % | 31/05/2013 |
| 12M LIBOR EUR | -0.4857 % | 31/12/2021 |
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