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…..
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…..
Ask Alice Cook over at ukhousebubble.blogspot.com
you can get libor rates here:
http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=141
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
Sorry for long comment…
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.
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
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.
Though as Mervyn said LIBOR now seems to be the rate at which banks do not lend to each other
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.
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.
Now that I think on it, I guess it was the idea of a LIBOR “spread” that grabbed my attention.