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BBA London Interbank Offered Rate as reported by participant banks. interest rates :
LIBOR US dollars   LIBOR Deutsche mark   LIBOR British pounds   LIBOR Portugal esc  
LIBOR Australia dol   LIBOR ECUs   LIBOR Italian lira   LIBOR Sweden Krona  
LIBOR Canadian dol   LIBOR Spanish Pesos   LIBOR Japanese yen  
LIBOR Swiss francs   LIBOR Euros   LIBOR New Zealand  
LIBOR Danish kroner   LIBOR French francs   LIBOR Dutch guilder  
Frequency :
Day
  Avg over ...days in -->
week
mon
qtr
year
  Value on last day of -->
week
mon
qtr
year
No CSV file (no obs)
Source : The British Bankers' Association | http://www.bba.org.uk/content/1/c4/51/87/Feb05.xls | BBA daily fixing. ES data may be rounded. | Column (1) : Over Night 1 Column (2) : 1 week 2 Column (3) : 2 week 3 Column (4) : 1 month 4 Column (5) : 2 month 5 Column (6) : 3 month 6 Column (7) : 4 month 7 Column (8) : 5 month 8 Column (9) : 6 month 9 Column (10) : 7 month 10 Column (11) : 8 month 11 Column (12) : 9 month 12 Column (13) : 10 month 13 Column (14) : 11 month 14 Column (15) : 12 month 15 EconStats does not guarantee the accuracy of this data. 20081123 
     LIBOR in US Dollar ( USD ) - End of Quarter 

                | (1)    | (2)    | (3)    | (4)    | (5)    | (6)    | (7)    | (8)    | (9)    |(10)    |(11)    |(12)    |(13)    |(14)    |(15)    |
                |   Over |     1w |     2w |     1m |     2m |     3m |     4m |     5m |     6m |     7m |     8m |     9m |    10m |    11m |    12m |
                |  Night |        |        |        |        |        |        |        |        |        |        |        |        |        |        |
                |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |  LIBOR |
                |  rates |  rates |  rates |  rates |  rates |  rates |  rates |  rates |  rates |  rates |  rates |  rates |  rates |  rates |  rates |

                | 2001q1 | 1998q1 | 2001q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 | 1987q1 |
year.qt End of  |-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2008q4_|-2005q1_|-2005q1_|
2008.4  qtr       0.4125   0.9125   1.1113   2.8763   2.9050   2.2363   2.3925   2.5425   2.7138   2.7438   2.7738   2.8050   2.8413       na       na 
2008.3  qtr       6.8750   4.2500   4.2188   3.9625   3.9625   4.0525   4.0075   4.0000   3.9813   3.9813   3.9813   3.9750   3.9688       na       na 
2008.2  qtr       3.6063   2.4563   2.4600   3.2769   3.3106   2.7831   2.8863   2.9944   3.1088   3.1406   3.1719   3.2013   3.2400       na       na 
2008.1  qtr       3.1813   2.9538   2.8888   2.4975   2.4863   2.6881   2.6563   2.6363   2.6144   2.5813   2.5519   2.5213   2.5088       na       na 
2007.4  qtr       4.8225   4.4875   4.5000   4.2738   4.2238   4.7025   4.6675   4.6313   4.5963   4.5263   4.4538   4.3775   4.3238       na       na 
2007.3  qtr       5.3038   5.0613   5.0838   4.9238   4.9013   5.2288   5.1756   5.1525   5.1325   5.0788   5.0300   4.9813   4.9531       na       na 
2007.2  qtr       5.5000   5.3200   5.3200   5.4188   5.4256   5.3600   5.3700   5.3769   5.3863   5.3919   5.4000   5.4088   5.4144       na       na 
2007.1  qtr       5.3000   5.3350   5.3254   5.2269   5.2053   5.3479   5.3400   5.3300   5.3200   5.3006   5.2834   5.2681   5.2475       na       na 
2006.4  qtr       5.3425   5.3138   5.3144   5.3394   5.3294   5.3600   5.3600   5.3665   5.3700   5.3671   5.3604   5.3594   5.3494       na       na 
2006.3  qtr       5.3750   5.3106   5.3138   5.3113   5.2975   5.3700   5.3700   5.3700   5.3700   5.3600   5.3500   5.3400   5.3288       na       na 
2006.2  qtr       5.3688   5.3225   5.3250   5.6800   5.6931   5.4806   5.5169   5.5550   5.5894   5.6094   5.6294   5.6494   5.6681       na       na 
2006.1  qtr       4.9000   4.8138   4.8200   5.2700   5.2875   5.0000   5.0450   5.0944   5.1400   5.1700   5.2000   5.2300   5.2500       na       na 
2005.4  qtr       4.3413   4.3163   4.3205   4.8200   4.8388   4.5363   4.5900   4.6494   4.7000   4.7288   4.7581   4.7800   4.8000       na       na 
2005.3  qtr       3.9450   3.8213   3.8281   4.4140   4.4400   4.0650   4.1200   4.1716   4.2306   4.2775   4.3188   4.3594   4.3885       na       na 
2005.2  qtr       3.4253   3.3175   3.3188   3.8594   3.8800   3.5163   3.5756   3.6400   3.7100   3.7459   3.7791   3.8100   3.8356       na       na 
2005.1  qtr       2.9100   2.8363   2.8425   3.7850   3.8450   3.1200   3.2069   3.3056   3.4000   3.4875   3.5694   3.6500   3.7200   3.4794   3.5300 
2004.4  qtr       2.3463   2.3363   2.3463   2.4000   2.4900   2.5644   2.6300   2.7004   2.7806   2.8400   2.8994   2.9500   3.0006   3.0500   3.1000 
2004.3  qtr       1.9313   1.8281   1.8300   1.8400   1.9100   2.0200   2.0713   2.1281   2.1963   2.2463   2.2963   2.3475   2.3938   2.4388   2.4825 
2004.2  qtr       1.5913   1.3500   1.3525   1.3688   1.4700   1.6100   1.7100   1.8188   1.9400   2.0300   2.1175   2.2038   2.2925   2.3794   2.4625 
2004.1  qtr       1.1675   1.0775   1.0825   1.0900   1.1000   1.1100   1.1200   1.1400   1.1600   1.1900   1.2200   1.2500   1.2800   1.3144   1.3513 
2003.4  qtr       1.0888   1.0888   1.0963   1.1200   1.1325   1.1519   1.1738   1.1938   1.2200   1.2500   1.2800   1.3200   1.3613   1.4050   1.4569 
2003.3  qtr       1.3038   1.1100   1.1150   1.1200   1.1300   1.1600   1.1663   1.1700   1.1800   1.1900   1.2025   1.2200   1.2413   1.2700   1.3000 
2003.2  qtr       1.2988   1.0888   1.0756   1.0575   1.0438   1.0275   1.0175   1.0000   0.9875   0.9875   0.9875   0.9863   0.9919   0.9963   1.0050 
2003.1  qtr       1.5100   1.3088   1.3075   1.3000   1.2888   1.2788   1.2594   1.2425   1.2313   1.2331   1.2344   1.2375   1.2494   1.2631   1.2800 
2002.4  qtr       1.4038   1.3613   1.3650   1.3800   1.3800   1.3800   1.3800   1.3800   1.3800   1.3813   1.3838   1.3913   1.4106   1.4288   1.4494 
2002.3  qtr       2.0650   1.8213   1.8188   1.8113   1.8000   1.7900   1.7600   1.7313   1.7100   1.7000   1.6944   1.6900   1.7000   1.7088   1.7250 
2002.2  qtr       2.0313   1.8350   1.8363   1.8388   1.8500   1.8600   1.8875   1.9100   1.9563   1.9950   2.0375   2.0863   2.1500   2.2163   2.2863 
2002.1  qtr       2.0075   1.8550   1.8588   1.8788   1.9400   2.0300   2.1313   2.2313   2.3300   2.4450   2.5600   2.6800   2.7900   2.8975   3.0025 
2001.4  qtr       2.0514   1.8913   1.8781   1.8738   1.8750   1.8813   1.9113   1.9425   1.9813   2.0506   2.1163   2.1813   2.2663   2.3563   2.4425 
2001.3  qtr       3.5653   2.6609   2.6525   2.6300   2.5900   2.5900   2.5625   2.5425   2.5225   2.5238   2.5300   2.5325   2.5700   2.6075   2.6425 
2001.2  qtr       4.2400   3.8800   3.8713   3.8625   3.8431   3.8363   3.8400   3.8500   3.9088   3.9425   3.9800   4.0219   4.0763   4.1300   4.1838 
2001.1  qtr       5.6681   5.1175   5.1113   5.0800   4.9775   4.8788   4.8200   4.7650   4.7100   4.6900   4.6719   4.6600   4.6600   4.6650   4.6675 
2000.4  qtr           na   6.6125       na   6.5613   6.4863   6.3988   6.3300   6.2700   6.2038   6.1525   6.1013   6.0625   6.0400   6.0200   6.0000 
2000.3  qtr           na   6.6113       na   6.6175   6.6400   6.8113   6.7800   6.7700   6.7600   6.7600   6.7700   6.7719   6.7825   6.7925   6.8013 
2000.2  qtr           na   6.6350       na   6.6419   6.6863   6.7694   6.8300   6.8800   7.0000   7.0275   7.0563   7.0800   7.1163   7.1463   7.1800 
2000.1  qtr           na   6.1331       na   6.1325   6.1900   6.2900   6.3700   6.4500   6.5263   6.6050   6.6813   6.7763   6.8338   6.8888   6.9438 
1999.4  qtr           na   5.9234       na   5.8275   5.9038   6.0038   6.0525   6.0938   6.1300   6.1938   6.2538   6.3100   6.3750   6.4363   6.5000 
1999.3  qtr           na   5.3938       na   5.4000   5.4713   6.0838   5.9825   5.9713   5.9613   5.9675   5.9725   5.9838   6.0013   6.0163   6.0350 
1999.2  qtr           na   5.2763       na   5.2363   5.3000   5.3675   5.4213   5.4525   5.6500   5.6713   5.6913   5.7150   5.7525   5.8013   5.8400 
1999.1  qtr           na   4.9272       na   4.9372   4.9700   5.0000   5.0150   5.0377   5.0600   5.0800   5.1042   5.1850   5.2086   5.2300   5.2500 
1998.4  qtr           na   5.1325       na   5.0641   5.0656   5.0656   5.0656   5.0656   5.0656   5.0669   5.0669   5.0681   5.0769   5.0794   5.0984 
1998.3  qtr           na   5.3750       na   5.3750   5.3438   5.3125   5.2813   5.2500   5.2461   5.1992   5.1797   5.1250   5.0977   5.0859   5.0625 
1998.2  qtr           na   5.6680       na   5.6602   5.6875   5.7188   5.7188   5.7500   5.7813   5.7813   5.7813   5.8125   5.8125   5.8203   5.8438 
1998.1  qtr           na   5.6563       na   5.6875   5.6875   5.7109   5.7188   5.7344   5.7500   5.7695   5.7891   5.8164   5.8438   5.8711   5.8906 
1997.4  qtr           na       na       na   5.7188   5.7539   5.8125   5.8125   5.8125   5.8438   5.8555   5.8750   5.9063   5.9180   5.9375   5.9688 
1997.3  qtr           na       na       na   5.6563   5.6875   5.7695   5.7813   5.8125   5.8438   5.8555   5.8750   5.8750   5.9375   5.9688   6.0000 
1997.2  qtr           na       na       na   5.6875   5.7188   5.7813   5.8125   5.8438   5.9063   5.9375   5.9688   6.0000   6.0352   6.0625   6.1250 
1997.1  qtr           na       na       na   5.6875   5.7227   5.7734   5.8203   5.8789   5.9375   6.0000   6.0547   6.1250   6.1875   6.2188   6.2734 
1996.4  qtr           na       na       na   5.5000   5.5273   5.5625   5.5625   5.5625   5.6016   5.6250   5.6641   5.6875   5.7305   5.7500   5.7891 
1996.3  qtr           na       na       na   5.4336   5.4961   5.6250   5.6563   5.6875   5.7344   5.7500   5.8125   5.8477   5.8945   5.9453   5.9883 
1996.2  qtr           na       na       na   5.4961   5.5195   5.5820   5.6445   5.6992   5.7891   5.8164   5.8750   5.9375   6.0000   6.0625   6.1250 
1996.1  qtr           na       na       na   5.4375   5.4375   5.4727   5.4727   5.4805   5.5000   5.5625   5.5625   5.6250   5.6758   5.6875   5.7227 
1995.4  qtr           na       na       na   5.6875   5.6250   5.6250   5.5703   5.5508   5.5078   5.5000   5.4844   5.4375   5.4297   5.4258   5.4258 
1995.3  qtr           na       na       na   5.8750   5.8789   5.9531   5.9414   5.9414   5.9453   5.9453   5.9453   5.9570   5.9844   5.9844   6.0000 
1995.2  qtr           na       na       na   6.1250   6.0625   6.0586   6.0000   5.9961   5.9961   5.9922   5.9883   5.9844   5.9844   5.9844   5.9844 
1995.1  qtr           na       na       na   6.1250   6.1875   6.2500   6.3125   6.4063   6.5000   6.5313   6.5625   6.6250   6.6875   6.7500   6.8125 
1994.4  qtr           na       na       na   6.0000   6.2500   6.5000   6.6875   6.8125   7.0000   7.1250   7.2500   7.3750   7.5000   7.6250   7.7500 
1994.3  qtr           na       na       na   5.0547   5.1875   5.5000   5.5703   5.6875   5.7500   5.8125   5.9219   6.0000   6.1250   6.1875   6.3125 
1994.2  qtr           na       na       na   4.5625   4.7500   4.8750   4.9688   5.0938   5.2500   5.3359   5.4531   5.5625   5.6719   5.7500   5.8125 
1994.1  qtr           na       na       na   3.6875   3.8125   3.9375   4.0625   4.1875   4.2500   4.3125   4.3750   4.5000   4.5625   4.6328   4.7500 
1993.4  qtr           na       na       na   3.2500   3.3125   3.3750   3.3750   3.4375   3.5000   3.5391   3.5625   3.6250   3.6875   3.7500   3.8125 
1993.3  qtr           na       na       na   3.1875   3.1875   3.3750   3.3750   3.3750   3.3750   3.4375   3.4375   3.5000   3.5000   3.5156   3.5625 
1993.2  qtr           na       na       na   3.1875   3.2500   3.3125   3.3750   3.4375   3.5078   3.5625   3.5859   3.6250   3.6875   3.6875   3.7500 
1993.1  qtr           na       na       na   3.1875   3.2266   3.2500   3.2813   3.3125   3.3750   3.3906   3.4375   3.5000   3.5156   3.5625   3.6250 
1992.4  qtr           na       na       na   3.3125   3.3750   3.4375   3.5000   3.5625   3.6250   3.6875   3.7500   3.8125   3.8750   3.9922   4.0625 
1992.3  qtr           na       na       na   3.1875   3.1875   3.2656   3.2578   3.2656   3.2656   3.3125   3.3125   3.3125   3.3516   3.3750   3.3750 
1992.2  qtr           na       na       na   3.9375   3.9375   3.9375   4.0000   4.0000   4.0625   4.1250   4.1250   4.1875   4.2500   4.2500   4.3125 
1992.1  qtr           na       na       na   4.2500   4.3125   4.3672   4.4297   4.5000   4.5078   4.6172   4.6875   4.8125   4.9375   5.0000   5.0625 
1991.4  qtr           na       na       na   4.3125   4.2500   4.2500   4.2500   4.2344   4.2344   4.2500   4.2500   4.2500   4.2500   4.2813   4.3125 
1991.3  qtr           na       na       na   5.4375   5.4375   5.6250   5.6250   5.6250   5.6250   5.6875   5.6875   5.6875   5.7422   5.7500   5.7500 
1991.2  qtr           na       na       na   6.0625   6.1250   6.1875   6.3125   6.3750   6.5625   6.6250   6.6875   6.7500   6.8125   6.9219   7.0000 
1991.1  qtr           na       na       na   6.3125   6.3750   6.3750   6.4375   6.5000   6.5625   6.6250   6.6875   6.8125   6.8750   6.9375   7.0000 
1990.4  qtr           na       na       na   7.6250   7.6250   7.5781   7.5625   7.5625   7.5625   7.5625   7.5625   7.5625   7.5625   7.5625   7.5625 
1990.3  qtr           na       na       na   8.2656   8.3125   8.3125   8.3125   8.3125   8.3125   8.3125   8.3125   8.3750   8.3750   8.4219   8.4375 
1990.2  qtr           na       na       na   8.3125   8.3125   8.3750   8.3750   8.3750   8.3750   8.4375   8.4375   8.4375   8.4375   8.4375   8.4375 
1990.1  qtr           na       na       na   8.3750   8.4375   8.5000   8.5625   8.6250   8.6875   8.7500   8.7500   8.8125   8.8750   8.8750   8.9375 
1989.4  qtr           na       na       na   8.5000   8.4375   8.3750   8.3750   8.3125   8.3125   8.2500   8.2500   8.2500   8.2500   8.2500   8.2500 
1989.3  qtr           na       na       na   9.1250   9.1250   9.1875   9.1250   9.1250   9.1250   9.0625   9.0625   9.0625   9.0625   9.0625   9.0625 
1989.2  qtr           na       na       na   9.4375   9.3750   9.3125   9.1875   9.1250   9.1250   9.0781   9.0625   9.0625   9.0625   9.0000   9.0000 
1989.1  qtr           na       na       na  10.0625  10.2500  10.3125  10.4375  10.5625  10.6875  10.7500  10.8125  10.9375  10.9375  11.0000  11.0625 
1988.4  qtr           na       na       na   9.1875   9.2500   9.3125   9.3750   9.4375   9.4375   9.4375   9.5000   9.5000   9.5625   9.5625   9.6250 
1988.3  qtr           na       na       na   8.3125   8.3750   8.6250   8.6875   8.7500   8.7500   8.7500   8.8125   8.8125   8.8750   8.9375   8.9375 
1988.2  qtr           na       na       na   7.8125   7.8750   7.9375   7.9375   7.9375   8.0625   8.1250   8.1250   8.1875   8.2500   8.3125   8.3750 
1988.1  qtr           na       na       na   6.7969   6.8594   6.9063   7.0000   7.0625   7.1250   7.1875   7.2500   7.3750   7.4375   7.5000   7.5625 
1987.4  qtr           na       na       na   7.1250   7.3125   7.4375   7.4375   7.5000   7.5000   7.5625   7.6250   7.6875   7.7500   7.8125   7.8750 
1987.3  qtr           na       na       na   7.7500   7.8750   8.3750   8.3750   8.4375   8.5000   8.6094   8.7344   8.8125   8.8750   8.9375   9.0000 
1987.2  qtr           na       na       na   7.0625   7.1250   7.1875   7.2500   7.3125   7.3750   7.4375   7.5000   7.5625   7.6250   7.6875   7.7500 
1987.1  qtr           na       na       na   6.5781   6.6250   6.6875   6.6875   6.6875   6.6875   6.6875   6.6875   6.7500   6.7500   6.8125   6.8125 
1986.4  qtr           na       na       na       na       na       na       na       na       na       na       na       na       na       na       na