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No New Settlements

US DOLLAR LIBOR

No new settlement with London closed for Christmas holiday through December 28. Settlements as of Friday, December 24:

  • O/N -0.00538 at 0.06975% (-0.00450 total last wk)
  • 1 Month -0.00063 to 0.10125% (-0.00125 total last wk)
  • 3 Month -0.00187 to 0.21788% (+0.00525 total last wk)
  • 6 Month +0.00687 to 0.34325% (+0.03050 total last wk)
  • 1 Year +0.00600 to 0.56713% (+0.03750 total last wk)

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