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David Gordon

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Published: 2019-12-14
Notes:

Libor & Swaps Data

Series 1 - 17 of 17   

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
12-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar USD12MD156N Current % D NSA 2020-09-21
1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar USD1MTD156N Current % D NSA 2020-09-21
3-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar USD3MTD156N Current % D NSA 2020-09-21
6-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar USD6MTD156N Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 10 Year Tenor ICERATES1100USD10Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 15 Year Tenor ICERATES1100USD15Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 1 Year Tenor ICERATES1100USD1Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 20 Year Tenor ICERATES1100USD20Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 2 Year Tenor ICERATES1100USD2Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 30 Year Tenor ICERATES1100USD30Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 3 Year Tenor ICERATES1100USD3Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 4 Year Tenor ICERATES1100USD4Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 5 Year Tenor ICERATES1100USD5Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 6 Year Tenor ICERATES1100USD6Y Current % D NSA 2020-09-21
ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 7 Year Tenor ICERATES1100USD7Y Current % D NSA 2020-09-21
ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 15 Year Tenor ICERATES1200EUR15Y Current % D NSA 2020-09-21
Overnight London Interbank Offered Rate (LIBOR), based on U.S. Dollar USDONTD156N Current % D NSA 2020-09-21

Series 1 - 17 of 17   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable