Daily USD Libor rate data

Discussion in 'Data Sets and Feeds' started by ilyagood, Oct 12, 2009.

  1. ilyagood



    I need to get daily USD Libor rate data. Could someone help? I know there are a lot of resources provide one day delayed Libor rate data but it isn't what I'm looking for. It doesn’t matter paid or free resource for data.

    I used to get this data from www.ransquawk.com but they stopped to publish it.

    Thanks for any help.
  2. ilyagood


    USD 3-month LIBOR

    Yes, I know about Bloomberg but they provide rate number with only two digits after decimal point(exp. - 0.28%) I need at least three or more digits (exp. – 0.2834%)

    Thank for your answer anyway.
  3. I know that you want 3M USD LIBOR. I assume you want to see the latest fixing.

    Might wanna try here:
  4. ilyagood


  5. Well, patience is a virtue, amico... Give it a wee bit of time, will ya? The new fixing has just come out (1/2 hr ago).

    If you want the fixings literally as soon as they're published, you're gonna have to get a BBG or Reuters terminal (given BBA actually licenses LIBORs, I don't think it's likely you'll find a free web source).
  6. ilyagood


    As I told before I used to get this data from www.ransquawk.com. They publish it shortly after new fixing come out between 11:40-12:00 London time. They provided this data for long time but few weeks ago suddenly stopped. Btw, it was for free. I don't mind if it will be paid service but fee must be adequate. I don’t want pay for monstrous BBG or Reuters terminal just to get LIBOR data.

    P.S. Martin, thanks a lot for trying to help me.
  7. NP, ilya...

    I think this is related to the BBA cracking down. They used to be a lot more public with the LIBORs, but have become a lot more stingy/careful.
  8. ilyagood


    #10     Oct 13, 2009