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O/N LIBOR (London Inter-bank Offered Rate) is the average rates at which LIBOR panel banks could obtain wholesale, unsecured funding overnight in GBP at 11.00 GMT. LIBOR is provided with a weekly delay.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(2649, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| O/N LIBOR GBP | 0.1858 % | 30/12/2021 |
| 1W LIBOR GBP | 0.1839 % | 30/12/2021 |
| 1M LIBOR GBP | 4.2013 % | 31/03/2023 |
| 2M LIBOR GBP | 0.2271 % | 30/12/2021 |
| 2W LIBOR GBP | 0.49 % | 31/05/2013 |
| 3M LIBOR GBP | 5.3037 % | 28/03/2024 |
| 4M LIBOR GBP | 0.53 % | 31/05/2013 |
| 5M LIBOR GBP | 0.5619 % | 31/05/2013 |
| 6M LIBOR GBP | 4.7447 % | 31/03/2023 |
| 7M LIBOR GBP | 0.6369 % | 31/05/2013 |
| 8M LIBOR GBP | 0.6944 % | 31/05/2013 |
| 9M LIBOR GBP | 0.7363 % | 31/05/2013 |
| 10M LIBOR GBP | 0.7794 % | 31/05/2013 |
| 11M LIBOR GBP | 0.8331 % | 31/05/2013 |
| 12M LIBOR GBP | 0.8324 % | 30/12/2021 |
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