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3 years ago
UPDATE 1-Three-mth Libor fixes USD 0.23360 pct, EUR 0.17286 pct, STG 0.55469 pct
July 11, 2014 / 12:41 PM / 3 years ago

UPDATE 1-Three-mth Libor fixes USD 0.23360 pct, EUR 0.17286 pct, STG 0.55469 pct

(Adds advisory on future reports)
    LONDON, July 11 (Reuters) - ADVISORY: From July 14, 2014,
Reuters News will no longer send systematic alerts or tables on
daily Libor fixings.  As a result of policy changes announced by
ICE Benchmark Administration after becoming the benchmark
administrator for LIBOR earlier this year, the commercial model
for ICE LIBOR data is changing and customers who need access to
ICE LIBOR data within 24 hours of its original publication need
to order the applicable new ICE LIBOR service to avoid loss of
data. Options are an "ICE LIBOR Real Time" fee-liable service,
and an "ICE LIBOR 4 Hour Intraday" free service. Both these new
services need to be ordered and not every Thomson Reuters
product offers both services. Customers who have not ordered one
of these services by July 7 no longer have access to ICE LIBOR
data in its current form, with their entitlement defaulting to
24-hour-delayed access. 
Full details on the change are available in Data Notification
DN075366.
    See below today's LIBOR rates:
     EURO                STERLING            DOLLAR
O/N  0.00000 (+0.00000)  0.47125 (+0.00062)  0.09390 (-0.00010)
1WK  0.02571 (+0.00000)  0.47500 (+0.00000)  0.12275 (+0.00050)
1MO  0.08429 (+0.00143)  0.49563 (+0.00000)  0.15200 (+0.00050)
2MO  0.13214 (+0.00000)  0.52475 (-0.00138)  0.19150 (-0.00025)
3MO  0.17286 (+0.00143)  0.55469 (-0.00156)  0.23360 (+0.00000)
6MO  0.26500 (-0.00071)  0.70938 (-0.00125)  0.32570 (-0.00150)
1YR  0.43357 (+0.00000)  1.05463 (+0.00125)  0.54970 (+0.00050)

3MTH LIBOR/OIS SPREAD (BPs)
       10 (unch)             8 (-1)             13 (unch)

0 : 0
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