LIBOR Rates - 30 Year Historical Chart
| 1 Month LIBOR - Historical Annual Yield Data | ||
|---|---|---|
| Year | Average Yield | Annual % Change |
| 2019 | 2.22% | -30.06% |
| 2018 | 2.02% | 61.09% |
| 2017 | 1.11% | 102.71% |
1 Year LIBOR Rate - Historical Chart
| 12 Month LIBOR - Historical Annual Yield Data | ||
|---|---|---|
| Year | Average Yield | Annual % Change |
| 2018 | 2.76% | 43.00% |
| 2017 | 1.79% | 24.99% |
| 2016 | 1.38% | 43.10% |
| Sterling LIBOR | 04-30-2021 | 04-26-2021 |
|---|---|---|
| Sterling LIBOR overnight | 0.03913 % | 0.04100 % |
| Sterling LIBOR 1 week | 0.04475 % | 0.04250 % |
| Sterling LIBOR 2 weeks | - | - |
| Sterling LIBOR 1 month | 0.04725 % | 0.04488 % |
3 Month LIBOR Rate - 30 Year Historical Chart
| 3 Month LIBOR - Historical Annual Data | ||
|---|---|---|
| Year | Average Closing Price | Annual % Change |
| 2019 | 2.33 | -31.77% |
| 2018 | 2.30 | 65.08% |
| 2017 | 1.26 | 69.79% |
LIBOR is produced once each day, although there are 35 different LIBOR rates posted—which includes seven different maturities across five currencies.
So, at the end of the year, it will mostly stop, though it will keep going for the main tenors of U.S. dollar Libor until June 2023.
1-year Libor
| This week | Month ago | |
|---|---|---|
| 1 Year LIBOR Rate | 0.28 | 0.29 |
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.
Swaps – Monthly Money
| Current | 04 May 2020 | |
|---|---|---|
| 2 Year | 0.216% | 0.193% |
| 3 Year | 0.377% | 0.214% |
| 5 Year | 0.798% | 0.309% |
| 7 Year | 1.133% | 0.413% |
The 3 month sterling LIBOR interest rate is the interest rate at which a panel of selected banks borrow funds in British pound sterling (GBP) from one another with a maturity of three months.
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| 3 month GBP LIBOR - current rates | |
|---|---|
| 04-16-2021 | 0.08238 % |
| 04-15-2021 | 0.08325 % |
| 04-14-2021 | 0.08425 % |
| 04-13-2021 | 0.08513 % |
SONIA is not a like for like replacement for LIBOR. Unlike LIBOR which is fixed in advance for a set period (e.g. 3 months), SONIA is an overnight rate, measured on each day over the interest period to produce a final (compounded) interest rate at the end.
The FCA was able to agree with major banks to fulfil their role in submissions so that LIBOR could continue until the end of 2021. Each LIBOR currency is to be replaced with its own unique Risk-Free Rate (RFR), which in the case of sterling, will be SONIA.
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