Where can I find the LIBOR rates for Aug (i.e. this month)?

Question

has the historical (BBA) LIBOR rates up to July2007 (i.e. one month old).Where can I find the (BBA) LIBOR rates for Aug 2007 (i.e.the current month)?(Am I correct in my understanding that the BBA LIBOR iswhat we commonly refer to as "the" LIBOR rate?) has the LIBOR rate for "this week".  Today,it is current as of 8/1/2007.  But my understanding is:  the(BBA) LIBOR index changes __daily__.  Right?(Indeed, the BBA LIBOR rates for 7/1/2007 and 8/1/2006correspond to the  LIBOR rates for "monthago" and "year ago".)

Beliavsky · Accepted Answer

Yes. LIBOR is a set of interest rates for various tenors (maturities). They should be the same as the rates for "Eurodollar deposits (London)" for which historical data up to the present can be found at

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nomail1983 · Answer

It is  by the way.  Often, the "www." is optional; thatis, the web site owner sets up both aliases in DNS.  But not in thiscase.Nope.  Looking at 7/25 through 7/31, for example, the Fed Res datahas:5.36, 5.34, 5.30, 5.32, 5.34whereas the BBA data has:5.37031, 5.36938, 5.32688, 5.31250, 5.32688Besides the reduced precision, the Fed Res data differs by as much as3 basis points (rounded).  Not a big deal; but enough to demonstratethat the Fed Res data is not identical to the BBA LIBOR.  I ass-u-methat US financial institutions use the latter when they say that theytrack the LIBOR rate.  But I don't know for sure.PS:  Apparently the BBA web site does include Aug data -- eventually.The Aug data just appeared since I posted my inquiry.  It seems to beabout one week behind -- a "conclusion" reached by a single datapoint ;-).

Where can I find the LIBOR rates for Aug (i.e. this month)?

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