historical LIBOR data ?

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brlaureiro

234 Posts

Posted - 01/08/2008 : 5:38:16 PM

Can anyone point me to a source for historical LIBOR data?

I know I can get today's current LIBOR from wsj markets page but is there anywhere to get the LIBOR rate for a specific date in the past ... say 45 days ago?

erikwebster

4029 Posts

Posted - 01/08/2008 : 7:37:22 PM

http://mortgage-x.com/general/indexes/libor.asp

in colors no less :)

brlaureiro

234 Posts

Posted - 01/08/2008 : 9:00:07 PM

thanks erik ... always a useful resource.

does this site allow you to plug in a specific date and get the libor rate for that day?

douglahu

231 Posts

Posted - 01/08/2008 : 9:55:10 PM

It will give you a spreadsheet of values over a year. The data is from the daily WSJ. Here's the link for 2007 http://mortgage-x.com/general/indexes/wsj_libor_history.asp?y=2007. You may have to copy & paste. Great source for data and you can copy the indexes into a spreadsheet and graph your own history. Definitely bookmark the site.

brlaureiro

234 Posts

Posted - 01/12/2008 : 12:12:32 PM

perfect, that's exactly what I was looking for!

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