## What is the 1 month LIBOR rate history?

Table of Contents

1 Month LIBOR Rate – 30 Year Historical Chart

1 Month LIBOR – Historical Annual Yield Data | ||
---|---|---|

Year | Average Yield | Year Close |

2019 | 2.22% | 1.76% |

2018 | 2.02% | 2.52% |

2017 | 1.11% | 1.56% |

## What was the LIBOR rate on December 31 2019?

1.82%

The London InterBank Offered Rate (LIBOR) rate for the quarter ending December 31, 2019 is 1.82%. The LIBOR rate is the average of the bond equivalent rates of the quotes of the 1-month LIBOR rates in effect for each of the days in the quarter.

**Is 1 month LIBOR an annual rate?**

All ICE LIBOR rates are quoted as an annualised interest rate. This is a market convention. For example, if an overnight Pound Sterling rate from a contributor bank is given as 0.5000%, this does not indicate that a contributing bank would expect to pay 0.5% interest on the value of an overnight loan.

**What is the one year Libor rate?**

1-year Libor

This week | Month ago | |
---|---|---|

1 Year LIBOR Rate | 2.69 | 2.31 |

### How is LIBOR calculated?

LIBOR is administered by the Intercontinental Exchange, which asks major global banks how much they would charge other banks for short-term loans. The rate is calculated using the Waterfall Methodology, a standardized, transaction-based, data-driven, layered method.

### What is the 1 year LIBOR rate?

1-year Libor

This week | Month ago | |
---|---|---|

1 Year LIBOR Rate | 2.72 | 2.55 |

**What is the LIBOR rate for 2020?**

The London InterBank Offered Rate (LIBOR) rate for the quarter ending Dec. 31, 2020 is 0.15%. The LIBOR rate is the average of the bond equivalent rates of the quotes of the 1-month LIBOR rates in effect for each of the days in the quarter.

**How do you annualize 1 month LIBOR?**

For act/365, the interest is given by the quoted rate times (the number of days in the period/365). Therefore, if the one-month maturity period is 30 days in the future, and the currency uses an act/360 convention, the fraction used for the one-month rate is 30/360 = 1/12.