The format of their data, however, may not be as easy-to-use as the formats used on various financial data websites.A good place to start for Libor rate history is the website of the British Bankers' Association (BBA).
Here's how it works: The BBA asks Banks A, D, Q and R who all lend in United States Dollars what they would charge Bank B to borrow funds in United States Dollars for a specific term (such a 6-month loan).
British Banking Association - The BBA website includes historical Libor rates back to January 1986 for United States Dollars as well as nine other international currencies.
To get the 6-month Libor Eurodollar rate at these same banks, the BBA would ask these banks what they would charge Bank B to borrow funds in Eurodollars for six months.
The Libor interest rates are determined each London business day by the British Bankers' Association (BBA) as a composite of at least eight major banks in London.
The BBA has always been a major force in the international banking world and currently includes over 200 member banks from over sixty nations.
By January 1986 the LIBOR history unfolded into a new interest rate index when the BBA introduced the LIBOR index for use by its member banks.
The BBA develops and publishes the Libor interest rates every London business day using data from at least eight major banks in London.
After determining the various rates for the various maturities, the BBA compiles the rates into a chart format - the LIBOR chart.
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