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Introduction

LIBOR® is a short-term interest rate benchmark administered by ICE Benchmark Administration® Limited (“IBA”).

Currently, IBA publishes Overnight, 1-, 3-, 6- and 12-Months USD LIBOR settings using a “panel bank” methodology, based on panel bank submissions, and is being compelled by the UK Financial Conduct Authority (“FCA”) to publish 1-, 3- and 6-Months GBP and JPY LIBOR settings using a “synthetic” methodology, based on term risk-free rates and a fixed spread adjustment. All other LIBOR settings have ceased to be published.

IBA is the authorized administrator of LIBOR and is regulated by the FCA.


Historical LIBOR Rates

NOTE: Data is only available on the website for the previous publication day

Publication Date: 24-Nov-2022

Publication Time: 11:55:02 AM (London time)

LIBOR RateTenorRate
"Synthetic" GBP LIBOR1M3.1744
"Synthetic" GBP LIBOR3M3.5979
"Synthetic" GBP LIBOR6M4.1501
LIBOR RateTenorRate
"Synthetic" JPY LIBOR1M-0.06005
"Synthetic" JPY LIBOR3M-0.04677
"Synthetic" JPY LIBOR6M0.03097
LIBOR RateTenorRate
"Panel Bank" USD LIBOROvernight
"Panel Bank" USD LIBOR1M4.02914
"Panel Bank" USD LIBOR3M4.73629
"Panel Bank" USD LIBOR6M5.18257
"Panel Bank" USD LIBOR1 Year5.56014

For real time and complete sets of historical LIBOR rates contact [email protected]

LIBOR Cessation and "Synthetic" LIBOR

Methodology

Governance and Oversight of LIBOR

Publication Days

LIBOR Documentation