Everything you need for fixed income research and monitoring.
7M LIBOR (London InterBank Offer Rate) USD 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 by ICE Benchmark Administration Limited (IBA) on London business days based on US dollars with 7-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(2625, date)
Cbonds add-in| 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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