How to see a daily LIBOR chart on IB TWS?

Discussion in 'Fixed Income' started by kmiklas, Mar 10, 2020.

  1. kmiklas

    kmiklas

    I can't seem to find this...

    Does anyone know how to view a LIBOR historical rate chart in IB TWS?

    Thx,
    Keith :^)
     
  2. makuchaku

    makuchaku

    I'm not sure about TWS - but you can see the LIBOR rates at fred.stlouisfed.org
    [​IMG]
     
  3. xandman

    xandman

    Isn't it going to be phased out next year? Nobody is pricing off that anymore.
     
  4. narafa

    narafa

    As far as I know, you can't get it in IB TWS. I don't believe IB is subscribed to get it & offer it to their clients. It's a non tradeable benchmark and won't provide any value from their perspective. Furthermore, they have the most recent data for it on their website (Updated daily).

    Better check with IB for ultimate confirmation.

    Finally as xandman mentioned, LIBOR will be phased out anyway.
     
    kmiklas likes this.