DJ British Bankers Association Libor Rates. . GBP CAD JPY *SN EUR 365 USD .
--- --- --- ------- --- .O/N 5.08125 3.40667 0.55125 3.94149 2.64125 .1WK
5.12000 3.29167 0.58750 4.27227 2.80250 .2WK 5.25000 3.29500 0.61000 4.36797
2.83125 .1MO 5.49000 3.30333 0.67625 4.43830 2.89750 .2MO 5.73313 3.45000
0.79875 4.64615 2.90750 .3MO 5.88500 3.55000 0.91125 4.87111 2.92000 .4MO
5.88250 3.55167 0.93750 4.87427 2.95000 .5MO 5.87813 3.55667 0.95750 4.87871
2.98000 .6MO 5.87125 3.59333 0.98125 4.88251 3.02125 .7MO 5.86000 3.61583
1.00375 4.88441 3.02750 .8MO 5.85125 3.62333 1.02563 4.88441 3.03313 .9MO
5.84125 3.65833 1.04000 4.88885 3.04000 .10MO 5.83125 3.68917 1.06125 4.89012
3.04563 .11MO 5.82188 3.70167 1.07500 4.89139 3.05375 .12MO 5.80813 3.73000
1.09375 4.89265 3.06000 . .*SN=spot next . .Rates are effective two days hence.
.Source: BBA via Reuters .
Financial history doesn't repeat itself, but it often rhymes. You can't be stupid enough to trade off anything I say.... I'm lucky they let me out of the straight-jacket long enough to trade.
Monday, April 21, 2008
Well
I found my libor data source.... sure enough right under my nose.... my newsfeed gives me Libor when published at noon Eastern
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