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

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 .

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