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London Interbank Offered Rates
Tuesday, July 12, 2016
Rates shown are effective 7/11/2016
52-WEEK
Libor Rates (USD) Latest Wk ago High Low
Libor Overnight 0.41370 0.40610 0.41370 0.11620
Libor 1 Week 0.43680 0.43620 0.44040 0.14690
Libor 1 Month 0.47785 0.46955 0.47785 0.18500
Libor 2 Month 0.56145 0.55000 0.56815 0.23800
Libor 3 Month 0.66910 0.65635 0.68580 0.28700
Libor 6 Month 0.95140 0.92815 0.99310 0.45570
Libor 1 Year 1.26950 1.23500 1.33740 0.77295
52-WEEK
Euro Libor Rates Latest Wk ago High Low
Euro Libor Overnight -0.40000 -0.39714 -0.15071 -0.40129
Euro Libor 1 Week -0.38571 -0.38286 -0.14286 -0.38771
Euro Libor 1 Month -0.36357 -0.35743 -0.07429 -0.36357
Euro Libor 2 Month -0.33100 -0.32500 -0.03857 -0.33100
Euro Libor 3 Month -0.30157 -0.29800 -0.01214 -0.30443
Euro Libor 6 Month -0.19271 -0.18857 0.05843 -0.19271
Euro Libor 1 Year -0.07171 -0.06329 0.16857 -0.07171
52-WEEK
Pound Libor Rates Latest Wk ago High Low
Pound Libor Overnight 0.47875 0.47875 0.48500 0.44563
Pound Libor 1 Week 0.45613 0.48344 0.49394 0.45613
Pound Libor 1 Month 0.45600 0.48475 0.51594 0.45600
Pound Libor 2 Month 0.47250 0.50088 0.55450 0.47250
Pound Libor 3 Month 0.50219 0.51625 0.59288 0.50219
Pound Libor 6 Month 0.58875 0.61850 0.76000 0.58875
Pound Libor 1 Year 0.81931 0.84588 1.08431 0.81931
52-WEEK
Yen Libor Rates Latest Wk ago High Low
Yen Libor Spot/Next -0.09986 -0.04671 0.04857 -0.15229
Yen Libor 1 Week -0.08486 -0.04429 0.04571 -0.18029
Yen Libor 1 Month -0.06643 -0.04714 0.06429 -0.10271
Yen Libor 2 Month -0.03943 -0.02229 0.09071 -0.05886
Yen Libor 3 Month -0.03421 -0.02100 0.09786 -0.04243
Yen Libor 6 Month -0.03200 -0.01536 0.13571 -0.03543
Yen Libor 1 Year 0.05036 0.07071 0.24829 0.05036
n.a.- not available

Source: ICE Benchmark Administration Ltd. via SIX Financial Information
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London Interbank Offered Rates - Markets Data Center - WSJ.com