How do I find historical LIBOR rates?

Sources for historical LIBOR rates

  1. ICE BA. ICE Benchmark Administration has a database of historical LIBOR rates and individual submissions data going back to 1 June 2004.
  2. Financial Times. The Financial Times publishes LIBOR rates in its print edition.
  3. Moneyfacts.
  4. Bank of England.

What is the 12 month Libor rate history?

1 Year LIBOR Rate – Historical Chart

12 Month LIBOR – Historical Annual Yield Data
Year Average Yield Year Close
2019 2.37% 2.00%
2018 2.76% 3.01%
2017 1.79% 2.11%

What is current 1 year LIBOR rate?

1-year Libor

This week Month ago
1 Year LIBOR Rate 2.69 2.31

How often does the 1 year LIBOR change?

With LIBOR-based ARMs, borrowers see their interest rate change just once per year after their initial fixed rate expires. With SOFR-based ARMs, it will be every six months.

What was the average Libor rate for 2021?

For the quarter ending December 2021, the LIBOR rate was 0.09%. For the quarter ending September 2021, the LIBOR rate was 0.09%. For the quarter ending June 2021, the LIBOR rate was 0.10%.

Is the Libor rate expected to rise?

LIBOR at the end 1.789, change for April -5.0%. LIBOR forecast for May 2024. The forecast for beginning of May 1.789%. Maximum rate 1.802, while minimum 1.598.

What is the highest LIBOR rate ever?

Interbank Rate in the United States averaged 3.52 percent from 1986 until 2022, reaching an all time high of 10.63 percent in March of 1989 and a record low of 0.11 percent in September of 2021.

Which banks rigged LIBOR?

Many leading financial institutions were implicated in the scandal, including Deutsche Bank (DB), Barclays (BCS), Citigroup (C), JPMorgan Chase (JPM), and the Royal Bank of Scotland (RBS).

Who was most responsible for the manipulation of LIBOR?

The investigation into the Swiss bank UBS focused on the UK trader Thomas Hayes, who was the first person convicted for rigging Libor. Prosecutors argued that this allowed him to post profits in the hundreds of millions for the bank over his three-year stint, after which he moved to the U.S.-based Citigroup.