Hi, 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 doesnât 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.
Try here, maybe: http://www.bloomberg.com/markets/rates/keyrates.html BTW, your question doesn't entirely make sense, given what LIBOR is.
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. â 0.2834%) Thank for your answer anyway.
I know that you want 3M USD LIBOR. I assume you want to see the latest fixing. Might wanna try here: http://produkte.erstegroup.com/Corp...rate/index.phtml?q=&ISIN=&ID_NOTATION=8423189
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).
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 donât want pay for monstrous BBG or Reuters terminal just to get LIBOR data. P.S. Martin, thanks a lot for trying to help me.
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.
Bankrate.com publishes the 3 month libor rate daily but I'm not sure if the data is delayed: http://www.bankrate.com/rates/interest-rates/libor.aspx