| |
 |
|
|
Finance & Stock Groups Forum Index » Financial Planning » Where can I find the LIBOR rates for Aug (i.e. this month)?
Page 1 of 1
|
| Author |
Message |
| nomail1983@hotmail.com |
 Posted: Tue Aug 07, 2007 6:27 pm |
|
|
|
Guest
|
bba.org.uk has the historical (BBA) LIBOR rates up to July
2007 (i.e. one month old).
Where can I find the (BBA) LIBOR rates for Aug 2007 (i.e.
the current month)?
(Am I correct in my understanding that the BBA LIBOR is
what we commonly refer to as "the" LIBOR rate?)
bankrate.com has the LIBOR rate for "this week". Today,
it is current as of 8/1/2007. But my understanding is: the
(BBA) LIBOR index changes __daily__. Right?
(Indeed, the BBA LIBOR rates for 7/1/2007 and 8/1/2006
correspond to the bankrate.com LIBOR rates for "month
ago" and "year ago".) |
|
|
| Back to top |
|
| Beliavsky |
| Posted: Wed Aug 08, 2007 12:34 am |
|
|
|
Guest
|
On Aug 7, 10:27 am, "nomail1...@hotmail.com" <nomail1...@hotmail.com>
wrote:
Quote: bba.org.uk has the historical (BBA) LIBOR rates up to July
2007 (i.e. one month old).
Where can I find the (BBA) LIBOR rates for Aug 2007 (i.e.
the current month)?
(Am I correct in my understanding that the BBA LIBOR is
what we commonly refer to as "the" LIBOR rate?)
Yes. LIBOR is a set of interest rates for various tenors (maturities).
They should be the same as the rates for "Eurodollar deposits
(London)" for which historical data up to the present can be found at
http://www.federalreserve.gov/releases/h15/data.htm . |
|
|
| Back to top |
|
| nomail1983@hotmail.com |
| Posted: Thu Aug 09, 2007 11:43 pm |
|
|
|
Guest
|
On Aug 7, 1:34 pm, Beliavsky <beliav...@aol.com> wrote:
Quote: On Aug 7, 10:27 am, "nomail1...@hotmail.com" <nomail1...@hotmail.com
wrote:
bba.org.uk has the historical (BBA) LIBOR rates up to July
2007 (i.e. one month old).
It is www.bba.org.uk, by the way. Often, the "www." is optional; that
is, the web site owner sets up both aliases in DNS. But not in this
case.
Nope. Looking at 7/25 through 7/31, for example, the Fed Res data
has:
5.36, 5.34, 5.30, 5.32, 5.34
whereas the BBA data has:
5.37031, 5.36938, 5.32688, 5.31250, 5.32688
Besides the reduced precision, the Fed Res data differs by as much as
3 basis points (rounded). Not a big deal; but enough to demonstrate
that the Fed Res data is not identical to the BBA LIBOR. I ass-u-me
that US financial institutions use the latter when they say that they
track the LIBOR rate. But I don't know for sure.
PS: Apparently the BBA web site does include Aug data -- eventually.
The Aug data just appeared since I posted my inquiry. It seems to be
about one week behind -- a "conclusion" reached by a single data
point  . |
|
|
| Back to top |
|
| |
|
Page 1 of 1
All times are GMT
The time now is Fri Jan 09, 2009 10:37 pm
|
|
|