LIBOR spread

Any of you bright finance types know of a site where I can track the spread between LIBOR and base rate?

Would like it as a time series if possible…..

 

11 comments on “LIBOR spread

  1. 01/01/2008 5.5 #N/A
    02/01/2008 5.5 5.5975
    03/01/2008 5.5 5.57125
    04/01/2008 5.5 5.61
    07/01/2008 5.5 5.595
    08/01/2008 5.5 5.56625
    09/01/2008 5.5 5.505
    10/01/2008 5.5 5.4375
    11/01/2008 5.5 5.585
    14/01/2008 5.5 5.57625
    15/01/2008 5.5 5.58
    16/01/2008 5.5 5.57875
    17/01/2008 5.5 5.54875
    18/01/2008 5.5 5.55
    21/01/2008 5.5 5.54875
    22/01/2008 5.5 5.53875
    23/01/2008 5.5 5.53
    24/01/2008 5.5 5.51625
    25/01/2008 5.5 5.525
    28/01/2008 5.5 5.54125
    29/01/2008 5.5 5.54125
    30/01/2008 5.5 5.55
    31/01/2008 5.5 5.55125
    01/02/2008 5.5 5.545
    04/02/2008 5.5 5.54875
    05/02/2008 5.5 5.55
    06/02/2008 5.5 5.56125
    07/02/2008 5.25 5.3525
    08/02/2008 5.25 5.32375
    11/02/2008 5.25 5.3275
    12/02/2008 5.25 5.3325
    13/02/2008 5.25 5.325
    14/02/2008 5.25 5.32125
    15/02/2008 5.25 5.32375
    18/02/2008 5.25 5.32625
    19/02/2008 5.25 5.33125
    20/02/2008 5.25 5.33125
    21/02/2008 5.25 5.33625
    22/02/2008 5.25 5.33375
    25/02/2008 5.25 5.3325
    26/02/2008 5.25 5.3275
    27/02/2008 5.25 5.3275
    28/02/2008 5.25 5.32125
    29/02/2008 5.25 5.32875
    03/03/2008 5.25 5.35
    04/03/2008 5.25 5.35
    05/03/2008 5.25 5.34
    06/03/2008 5.25 5.31
    07/03/2008 5.25 5.315
    10/03/2008 5.25 5.32875
    11/03/2008 5.25 5.3275
    12/03/2008 5.25 5.325
    13/03/2008 5.25 5.31875
    14/03/2008 5.25 5.31375
    17/03/2008 5.25 5.5875
    18/03/2008 5.25 5.58125
    19/03/2008 5.25 5.4225
    20/03/2008 5.25 5.3125
    21/03/2008 5.25 #N/A
    24/03/2008 5.25 #N/A
    25/03/2008 5.25 5.46625
    26/03/2008 5.25 5.44625
    27/03/2008 5.25 5.3975
    28/03/2008 5.25 5.30875
    31/03/2008 5.25 5.5375
    01/04/2008 5.25 5.395
    02/04/2008 5.25 5.33125
    03/04/2008 5.25 5.3075
    04/04/2008 5.25 5.23
    07/04/2008 5.25 5.24625
    08/04/2008 5.25 5.205
    09/04/2008 5.25 5.20625
    10/04/2008 5 5.1525
    11/04/2008 5 5.08875
    14/04/2008 5 5.0975
    15/04/2008 5 5.095
    16/04/2008 5 5.08625
    17/04/2008 5 5.08875
    18/04/2008 5 5.0825
    21/04/2008 5 5.08125
    22/04/2008 5 5.0825
    23/04/2008 5 5.05
    24/04/2008 5 5.04625
    25/04/2008 5 5.05
    28/04/2008 5 5.06125
    29/04/2008 5 5.095
    30/04/2008 5 5.11125
    01/05/2008 5 5.11625
    02/05/2008 5 5.1
    05/05/2008 5 #N/A
    06/05/2008 5 5.1
    07/05/2008 5 5.08875
    08/05/2008 5 5.07125
    09/05/2008 5 5.07625
    12/05/2008 5 5.09
    13/05/2008 5 5.09125
    14/05/2008 5 5.0875
    15/05/2008 5 5.0975
    16/05/2008 5 5.09375
    19/05/2008 5 5.09375
    20/05/2008 5 5.1
    21/05/2008 5 5.0975
    22/05/2008 5 5.09625
    23/05/2008 5 5.08125
    26/05/2008 5 #N/A
    27/05/2008 5 5.08625
    28/05/2008 5 5.09125
    29/05/2008 5 5.09
    30/05/2008 5 5.115
    02/06/2008 5 5.09375
    03/06/2008 5 5.0825
    04/06/2008 5 5.07875
    05/06/2008 5 5.05
    06/06/2008 5 5.0575
    09/06/2008 5 5.09125
    10/06/2008 5 5.0975
    11/06/2008 5 5.095
    12/06/2008 5 5.0925
    13/06/2008 5 5.095
    16/06/2008 5 5.1
    17/06/2008 5 5.09
    18/06/2008 5 5.09375
    19/06/2008 5 5.09375
    20/06/2008 5 5.09
    23/06/2008 5 5.085
    24/06/2008 5 5.0775
    25/06/2008 5 5.0525
    26/06/2008 5 5.03625
    27/06/2008 5 5.04625
    30/06/2008 5 5.315
    01/07/2008 5 5.10125
    02/07/2008 5 5.095
    03/07/2008 5 5.06625
    04/07/2008 5 5.05125
    07/07/2008 5 5.06125
    08/07/2008 5 5.0675
    09/07/2008 5 5.0675
    10/07/2008 5 5.06063
    11/07/2008 5 5.06625
    14/07/2008 5 5.07875
    15/07/2008 5 5.0775
    16/07/2008 5 5.075
    17/07/2008 5 5.07
    18/07/2008 5 5.0675
    21/07/2008 5 5.06625
    22/07/2008 5 5.06125
    23/07/2008 5 5.05875
    24/07/2008 5 5.0575
    25/07/2008 5 5.05875
    28/07/2008 5 5.06875
    29/07/2008 5 5.05938
    30/07/2008 5 5.0525
    31/07/2008 5 5.0425
    01/08/2008 5 5.01125
    04/08/2008 5 5.045
    05/08/2008 5 5.04375
    06/08/2008 5 5.04125
    07/08/2008 5 5.0425
    08/08/2008 5 5.04688
    11/08/2008 5 5.05
    12/08/2008 5 5.05
    13/08/2008 5 5.04625
    14/08/2008 5 5.04063
    15/08/2008 5 5.055
    18/08/2008 5 5.04938
    19/08/2008 5 5.04875
    20/08/2008 5 5.04625
    21/08/2008 5 5.05
    22/08/2008 5 5.04625
    25/08/2008 5 #N/A
    26/08/2008 5 5.045
    27/08/2008 5 5.04313
    28/08/2008 5 5.04188
    29/08/2008 5 5.05188
    01/09/2008 5 5.055
    02/09/2008 5 5.05563
    03/09/2008 5 5.05438
    04/09/2008 5 5.05563
    05/09/2008 5 5.05313
    08/09/2008 5 5.05688
    09/09/2008 5 5.05188
    10/09/2008 5 5.05125
    11/09/2008 5 5.04875
    12/09/2008 5 5.0475
    15/09/2008 5 5.49375
    16/09/2008 5 6.79375
    17/09/2008 5 5.29375
    18/09/2008 5 5.175
    19/09/2008 5 4.75625
    22/09/2008 5 4.70625
    23/09/2008 5 4.5
    24/09/2008 5 5
    25/09/2008 5 5.08125
    26/09/2008 5 5
    29/09/2008 5 5.2625
    30/09/2008 5 6.78125
    01/10/2008 5 4.9625
    02/10/2008 5 5
    03/10/2008 5 5
    06/10/2008 5 5.08125
    07/10/2008 5 5.84375
    08/10/2008 4.5 5.83125
    09/10/2008 4.5 5.41875
    10/10/2008 4.5 5.8125
    13/10/2008 4.5 5.6
    14/10/2008 4.5 5.425
    15/10/2008 4.5 5.375
    16/10/2008 4.5 5.175
    17/10/2008 4.5 4.6875
    20/10/2008 4.5 4.76875
    21/10/2008 4.5 4.75
    22/10/2008 4.5 4.58125
    23/10/2008 4.5 4.5625
    24/10/2008 4.5 4.75
    27/10/2008 4.5 4.8125
    28/10/2008 4.5 4.7875
    29/10/2008 4.5 4.8
    30/10/2008 4.5 4.7375
    31/10/2008 4.5 4.625
    03/11/2008 4.5 4.525
    04/11/2008 4.5 4.53375
    05/11/2008 4.5 4.5025
    06/11/2008 3 4
    07/11/2008 3 3.2125
    10/11/2008 3 3.20625
    11/11/2008 3 3.10625
    12/11/2008 3 3.0375
    13/11/2008 3 3
    14/11/2008 3 3
    17/11/2008 3 3
    18/11/2008 3 3
    19/11/2008 3 3
    20/11/2008 3 3
    21/11/2008 3 3
    24/11/2008 3 2.975
    25/11/2008 3 2.98125
    26/11/2008 3 2.99375
    27/11/2008 3 3
    28/11/2008 3 3.0125
    01/12/2008 3 3.00625
    02/12/2008 3 3
    03/12/2008 3 3
    04/12/2008 2 2.0625

  2. Oh and base rate is first. They’re so close now it can be hard to tell.

    Tim adds: Thanks for this. This is overnight LIBOR. Mortgage rates I would suspect will be closer to 12 month LIBOR which is 4% still.

  3. 01/01/2008 #N/A 5.5
    02/01/2008 5.68875 5.5
    03/01/2008 5.6 5.5
    04/01/2008 5.56375 5.5
    07/01/2008 5.54375 5.5
    08/01/2008 5.52875 5.5
    09/01/2008 5.485 5.5
    10/01/2008 5.44125 5.5
    11/01/2008 5.4575 5.5
    14/01/2008 5.3975 5.5
    15/01/2008 5.3925 5.5
    16/01/2008 5.35125 5.5
    17/01/2008 5.36625 5.5
    18/01/2008 5.3675 5.5
    21/01/2008 5.32875 5.5
    22/01/2008 5.22625 5.5
    23/01/2008 5.23125 5.5
    24/01/2008 5.27 5.5
    25/01/2008 5.3925 5.5
    28/01/2008 5.3775 5.5
    29/01/2008 5.3875 5.5
    30/01/2008 5.4 5.5
    31/01/2008 5.36375 5.5
    01/02/2008 5.33875 5.5
    04/02/2008 5.34875 5.5
    05/02/2008 5.36 5.5
    06/02/2008 5.35375 5.5
    07/02/2008 5.35 5.25
    08/02/2008 5.36625 5.25
    11/02/2008 5.39625 5.25
    12/02/2008 5.42375 5.25
    13/02/2008 5.45 5.25
    14/02/2008 5.45875 5.25
    15/02/2008 5.45625 5.25
    18/02/2008 5.4625 5.25
    19/02/2008 5.46 5.25
    20/02/2008 5.46 5.25
    21/02/2008 5.5 5.25
    22/02/2008 5.51125 5.25
    25/02/2008 5.5225 5.25
    26/02/2008 5.52625 5.25
    27/02/2008 5.54 5.25
    28/02/2008 5.5475 5.25
    29/02/2008 5.56 5.25
    03/03/2008 5.57625 5.25
    04/03/2008 5.5975 5.25
    05/03/2008 5.6 5.25
    06/03/2008 5.6 5.25
    07/03/2008 5.6 5.25
    10/03/2008 5.60375 5.25
    11/03/2008 5.60875 5.25
    12/03/2008 5.6275 5.25
    13/03/2008 5.65125 5.25
    14/03/2008 5.77375 5.25
    17/03/2008 5.79125 5.25
    18/03/2008 5.80375 5.25
    19/03/2008 5.8025 5.25
    20/03/2008 5.81625 5.25
    21/03/2008 #N/A 5.25
    24/03/2008 #N/A 5.25
    25/03/2008 5.835 5.25
    26/03/2008 5.84125 5.25
    27/03/2008 5.8475 5.25
    28/03/2008 5.8475 5.25
    31/03/2008 5.84375 5.25
    01/04/2008 5.8475 5.25
    02/04/2008 5.8475 5.25
    03/04/2008 5.84438 5.25
    04/04/2008 5.83 5.25
    07/04/2008 5.8025 5.25
    08/04/2008 5.79625 5.25
    09/04/2008 5.79625 5.25
    10/04/2008 5.79375 5
    11/04/2008 5.80375 5
    14/04/2008 5.805 5
    15/04/2008 5.80125 5
    16/04/2008 5.80313 5
    17/04/2008 5.805 5
    18/04/2008 5.80938 5
    21/04/2008 5.80813 5
    22/04/2008 5.82625 5
    23/04/2008 5.83063 5
    24/04/2008 5.82375 5
    25/04/2008 5.84625 5
    28/04/2008 5.83375 5
    29/04/2008 5.82625 5
    30/04/2008 5.81438 5
    01/05/2008 5.80938 5
    02/05/2008 5.80625 5
    05/05/2008 #N/A 5
    06/05/2008 5.80188 5
    07/05/2008 5.79875 5
    08/05/2008 5.795 5
    09/05/2008 5.78938 5
    12/05/2008 5.8 5
    13/05/2008 5.83375 5
    14/05/2008 5.86563 5
    15/05/2008 5.9725 5
    16/05/2008 5.985 5
    19/05/2008 5.98938 5
    20/05/2008 5.98375 5
    21/05/2008 5.98938 5
    22/05/2008 6 5
    23/05/2008 6.08625 5
    26/05/2008 #N/A 5
    27/05/2008 6.0875 5
    28/05/2008 6.095 5
    29/05/2008 6.115 5
    30/05/2008 6.15375 5
    02/06/2008 6.11875 5
    03/06/2008 6.1 5
    04/06/2008 6.09438 5
    05/06/2008 6.09375 5
    06/06/2008 6.23875 5
    09/06/2008 6.335 5
    10/06/2008 6.4825 5
    11/06/2008 6.435 5
    12/06/2008 6.44625 5
    13/06/2008 6.48875 5
    16/06/2008 6.49375 5
    17/06/2008 6.44625 5
    18/06/2008 6.43875 5
    19/06/2008 6.49875 5
    20/06/2008 6.5025 5
    23/06/2008 6.4825 5
    24/06/2008 6.47375 5
    25/06/2008 6.4675 5
    26/06/2008 6.43875 5
    27/06/2008 6.4375 5
    30/06/2008 6.44875 5
    01/07/2008 6.43875 5
    02/07/2008 6.43125 5
    03/07/2008 6.425 5
    04/07/2008 6.38375 5
    07/07/2008 6.34125 5
    08/07/2008 6.3125 5
    09/07/2008 6.315 5
    10/07/2008 6.29375 5
    11/07/2008 6.28875 5
    14/07/2008 6.28625 5
    15/07/2008 6.26375 5
    16/07/2008 6.23813 5
    17/07/2008 6.24125 5
    18/07/2008 6.245 5
    21/07/2008 6.23125 5
    22/07/2008 6.22 5
    23/07/2008 6.2275 5
    24/07/2008 6.205 5
    25/07/2008 6.19625 5
    28/07/2008 6.19 5
    29/07/2008 6.185 5
    30/07/2008 6.17625 5
    31/07/2008 6.17063 5
    01/08/2008 6.16813 5
    04/08/2008 6.15875 5
    05/08/2008 6.14375 5
    06/08/2008 6.13375 5
    07/08/2008 6.13188 5
    08/08/2008 6.13063 5
    11/08/2008 6.13 5
    12/08/2008 6.1275 5
    13/08/2008 6.0875 5
    14/08/2008 6.04875 5
    15/08/2008 6.0425 5
    18/08/2008 6.04 5
    19/08/2008 6.0375 5
    20/08/2008 6.03875 5
    21/08/2008 6.04125 5
    22/08/2008 6.03625 5
    25/08/2008 #N/A 5
    26/08/2008 6.02625 5
    27/08/2008 6.02313 5
    28/08/2008 6.02188 5
    29/08/2008 6.02 5
    01/09/2008 6 5
    02/09/2008 5.9975 5
    03/09/2008 5.98813 5
    04/09/2008 5.97563 5
    05/09/2008 5.97188 5
    08/09/2008 5.97688 5
    09/09/2008 5.96875 5
    10/09/2008 5.9575 5
    11/09/2008 5.9525 5
    12/09/2008 5.95438 5
    15/09/2008 5.94875 5
    16/09/2008 5.98625 5
    17/09/2008 6.09063 5
    18/09/2008 6.225 5
    19/09/2008 6.24375 5
    22/09/2008 6.265 5
    23/09/2008 6.30063 5
    24/09/2008 6.42375 5
    25/09/2008 6.46875 5
    26/09/2008 6.44875 5
    29/09/2008 6.4775 5
    30/09/2008 6.51875 5
    01/10/2008 6.50125 5
    02/10/2008 6.48125 5
    03/10/2008 6.47 5
    06/10/2008 6.46125 5
    07/10/2008 6.4775 5
    08/10/2008 6.47375 4.5
    09/10/2008 6.485 4.5
    10/10/2008 6.48188 4.5
    13/10/2008 6.475 4.5
    14/10/2008 6.4675 4.5
    15/10/2008 6.45 4.5
    16/10/2008 6.4175 4.5
    17/10/2008 6.38875 4.5
    20/10/2008 6.33625 4.5
    21/10/2008 6.29563 4.5
    22/10/2008 6.25375 4.5
    23/10/2008 6.21875 4.5
    24/10/2008 6.19375 4.5
    27/10/2008 6.16875 4.5
    28/10/2008 6.1425 4.5
    29/10/2008 6.1175 4.5
    30/10/2008 6.065 4.5
    31/10/2008 6.01 4.5
    03/11/2008 5.955 4.5
    04/11/2008 5.90125 4.5
    05/11/2008 5.84625 4.5
    06/11/2008 5.70625 3
    07/11/2008 4.61875 3
    10/11/2008 4.5425 3
    11/11/2008 4.50125 3
    12/11/2008 4.45063 3
    13/11/2008 4.355 3
    14/11/2008 4.34063 3
    17/11/2008 4.3175 3
    18/11/2008 4.28625 3
    19/11/2008 4.25375 3
    20/11/2008 4.23 3
    21/11/2008 4.21375 3
    24/11/2008 4.1825 3
    25/11/2008 4.1625 3
    26/11/2008 4.145 3
    27/11/2008 4.13125 3
    28/11/2008 4.11625 3
    01/12/2008 4.08875 3
    02/12/2008 4.055 3
    03/12/2008 4.0125 3
    04/12/2008 3.94375 2

  4. I think actually 3m is the normal comparision (that’s 12m above) and I’m a bit sceptical about the last LIBOR figure.

    Tim adds: That’sthe same one for today I was given elsewhere. But my point I tyhink still stamds. LIBOR/base spread has risen. If mortgages are tied to LIBOR not base (or even are influenced more rather than tied to) then it’s not must of a surprise that as the spread has risen the gap between base and mortgage rates has risen.

  5. I think then you’ve been given yesterday’s close.

    1y LIBOR today is 3.64, 3m is 3.37, o/n is 2.0.

  6. I don’t understand all these numbers. Are you talking about external or internal LIBOR? Oh, I thought I was still on the one concerned with genitalia. My mistake.

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