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BBA LIBOR – historical rates

July 12, 2012 1 comment

The BBA (British Bankers’ Association) LIBOR is a primary benchmark for short term interest rates globally. For a full explanation of why bbalibor™ is now used, rather than LIBOR (London Inter Bank Offer Rate), read the historical perspective page.

You can follow BBALIBOR on Twitter for free daily updates of the three-month Sterling BBA LIBOR rate: twitter.com/BBALIBOR

BBA LIBOR yield curve from Datastream

BBA LIBOR yield curve from Datastream (click to expand)

For research you will probably need historical time series data for BBA LIBOR. This is available through Datastream, Bloomberg Professional and Global Financial Database (GFD).

For  Datastream the category is interest rates and source British Bankers’ Association.

For Bloomberg Professional use functions BBAM or BBAL or the predicitive search for a specific rate.

For Global Financial Database (GFD) search GFDatabase for LIBOR.

For more detail see Manchester Business Answers 24/7 (FAQ) answer:

The LIBOR rates are only available in the Thomson One Banker Excel add-in, not in the standard web interface.

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