LIBOR still dropping...

midge61 · 6 January 2010 at 6:49PM

Hi
can I ask when the BoE put the interest rate up does Libor usually follow suit?

inspector_monkfish · 7 January 2010 at 1:36PM

midge61 wrote: »

Hi
can I ask when the BoE put the interest rate up does Libor usually follow suit?

yes, but it will usually start moving up/down when markets get a whiff of what might be happening with BoE in the future

inspector_monkfish · 7 January 2010 at 1:37PM

LIBORs 7th Jan

3mth 0.61188
6mth 0.84563
12mth 1.2600

inspector_monkfish · 8 January 2010 at 1:13PM

LIBORs 8th Jan

3mth 0.61250
6mth 0.84500
12mth 1.26063

inspector_monkfish · 11 January 2010 at 12:57PM

LIBORs 11th Jan

3mth 0.61250
6mth 0.84500
12mth 1.26063

reddyman · 11 January 2010 at 2:05PM

Is LIBOR and Swap rates the same thing?

http://www.swap-rates.com/UKSwap.html

Because the 12 month swap rate is 0.95%

inspector_monkfish · 11 January 2010 at 4:40PM

reddyman wrote: »

Is LIBOR and Swap rates the same thing?

http://www.swap-rates.com/UKSwap.html

Because the 12 month swap rate is 0.95%

no, they are 2 totally different things

scrounger_2 · 11 January 2010 at 5:41PM

Hey, keep that LIBOR down I can see it creeping up!

inspector_monkfish · 12 January 2010 at 12:39PM

LIBORs 12th Jan

3mth 0.61
6mth 0.8425
12mth 1.25813

inspector_monkfish · 13 January 2010 at 1:02PM

LIBORs 13th Jan

3mth 0.61
6mth 0.84375
12mth 1.25938

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