This is no longer the most up to date version of the dataset.
View the latest hereDOI:
10.82551/kac6-fb78
7 Chord Historical USD LIBOR Rates
Description
A historical archive of daily USD LIBOR fixings across seven tenors. Although LIBOR has been discontinued, the series remains a reference for the valuation and study of legacy contracts, for long-run analysis of unsecured bank funding costs, and for benchmark-transition research comparing LIBOR against successor rates such as SOFR.
Published:
September 10, 2026
Created by:
7 Chord
Citation
7 Chord. (2026). Historical USD LIBOR Rates [Dataset]. Dewey Data. https://doi.org/10.82551/KAC6-FB78
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