This new LIBOR series is produced by HSH as a replacement for the
FNMA LIBOR which was
discontinued in June 2000-2006.
The HSH LIBOR is released on the last business day of the month. Here is
the 2007 page in HTML,
and you can download a spreadsheet showing a 12-year comparison of the
HSH LIBOR versus the FNMA LIBOR.
HSH
LIBOR |
1-Month |
3-Month |
6-Month |
1-Year |
| Jan-00 |
5.80881 |
6.03916 |
6.21497 |
6.62981 |
| Feb-00 |
5.88970 |
6.09976 |
6.32988 |
6.80613 |
| Mar-00 |
6.05065 |
6.19704 |
6.41109 |
6.83239 |
| Apr-00 |
6.14958 |
6.31191 |
6.53573 |
6.88774 |
| May-00 |
6.53565 |
6.74235 |
6.95750 |
7.35725 |
| Jun-00 |
6.64926 |
6.79014 |
6.96932 |
7.24514 |
| Jul-00 |
6.62688 |
6.73188 |
6.91917 |
7.08946 |
| Aug-00 |
6.62063 |
6.69145 |
6.84009 |
6.98208 |
| Sep-00 |
6.62101 |
6.67423 |
6.76557 |
6.83792 |
| Oct-00 |
6.61986 |
6.77835 |
6.72617 |
6.73790 |
| Nov-00 |
6.63618 |
6.75174 |
6.70534 |
6.68159 |
| Dec-00 |
6.69053 |
6.54513 |
6.39865 |
6.23740 |
HSH
LIBOR |
1-Month |
3-Month |
6-Month |
1-Year |
| Jan-01 |
5.87341 |
5.69818 |
5.53091 |
5.41259 |
| Feb-01 |
5.52178 |
5.34816 |
5.20247 |
5.15119 |
| Mar-01 |
5.12983 |
4.96398 |
4.80858 |
4.76676 |
| Apr-01 |
4.80454 |
4.61388 |
4.47553 |
4.49806 |
| May-01 |
4.15744 |
4.10366 |
4.08448 |
4.28485 |
| Jun-01 |
3.91185 |
3.83408 |
3.83006 |
4.05223 |
| Jul-01 |
3.81599 |
3.75114 |
3.79111 |
4.00088 |
| Aug-01 |
3.63597 |
3.56602 |
3.57105 |
3.71287 |
| Sep-01 |
3.15491 |
3.03456 |
3.00113 |
3.11394 |
| Oct-01 |
2.47976 |
2.40005 |
2.34255 |
2.50226 |
| Nov-01 |
2.12528 |
2.10298 |
2.10651 |
2.37636 |
| Dec-01 |
1.95362 |
1.92431 |
1.98829 |
2.41674 |
HSH
LIBOR |
1-Month |
3-Month |
6-Month |
1-Year |
| Jan-02 |
1.80398 |
1.82060 |
1.93418 |
2.35531 |
| Feb-02 |
1.84931 |
1.90319 |
2.03559 |
2.44566 |
| Mar-02 |
1.89313 |
1.98788 |
2.23531 |
2.84778 |
| Apr-02 |
1.85702 |
1.96696 |
2.20696 |
2.79348 |
| May-02 |
1.84034 |
1.90455 |
2.10051 |
2.64875 |
| Jun-02 |
1.83969 |
1.87761 |
2.00177 |
2.41920 |
| Jul-02 |
1.83318 |
1.84845 |
1.90524 |
2.14334 |
| Aug-02 |
1.79786 |
1.77485 |
1.76385 |
1.88110 |
| Sep-02 |
1.81640 |
1.80461 |
1.77994 |
1.87292 |
| Oct-02 |
1.80375 |
1.78454 |
1.73677 |
1.81158 |
| Nov-02 |
1.43869 |
1.45588 |
1.46164 |
1.62941 |
| Dec-02 |
1.42022 |
1.40725 |
1.42222 |
1.57735 |
HSH
LIBOR |
1-Month |
3-Month |
6-Month |
1-Year |
| Jan-03 |
1.36153 |
1.36605 |
1.37293 |
1.48182 |
| Feb-03 |
1.33894 |
1.34334 |
1.34338 |
1.41119 |
| Mar-03 |
1.30330 |
1.28624 |
1.26429 |
1.33115 |
| Apr-03 |
1.31277 |
1.30047 |
1.27931 |
1.36138 |
| May-03 |
1.31503 |
1.28450 |
1.23334 |
1.24534 |
| Jun-03 |
1.16202 |
1.12253 |
1.08146 |
1.09443 |
| Jul-03 |
1.10554 |
1.10954 |
1.12332 |
1.20117 |
| Aug-03 |
1.11084 |
1.13484 |
1.19525 |
1.40744 |
| Sep-03 |
1.12000 |
1.14246 |
1.18557 |
1.35247 |
| Oct-03 |
1.12000 |
1.15837 |
1.20399 |
1.40342 |
| Nov-03 |
1.12463 |
1.17234 |
1.24331 |
1.50688 |
| Dec-03 |
1.15313 |
1.17033 |
1.23503 |
1.49595 |
HSH
LIBOR |
1-Month |
3-Month |
6-Month |
1-Year |
| Jan-04 |
1.10429 |
1.12815 |
1.18801 |
1.40696 |
| Feb-04 |
1.09522 |
1.12409 |
1.18575 |
1.40216 |
| Mar-04 |
1.09228 |
1.11217 |
1.15853 |
1.32514 |
| Apr-04 |
1.09900 |
1.15194 |
1.28028 |
1.61525 |
| May-04 |
1.10125 |
1.25332 |
1.52145 |
2.02385 |
| Jun-04 |
1.25023 |
1.50060 |
1.81122 |
2.34855 |
| Jul-04 |
1.41227 |
1.62804 |
1.89381 |
2.33222 |
| Aug-04 |
1.59583 |
1.72917 |
1.93961 |
2.28348 |
| Sep-04 |
1.78443 |
1.90389 |
2.08716 |
2.36710 |
| Oct-04 |
1.90074 |
2.08250 |
2.22685 |
2.46920 |
| Nov-04 |
2.12980 |
2.30611 |
2.50011 |
2.80386 |
| Dec-04 |
2.38949 |
2.49914 |
2.71039 |
3.01515 |
HSH
LIBOR |
1-Month |
3-Month |
6-Month |
1-Year |
| Jan-05 |
2.49534 |
2.66675 |
2.89119 |
3.21884 |
| Feb-05 |
2.61169 |
2.81950 |
3.04672 |
3.37809 |
| Mar-05 |
2.81003 |
3.02351 |
3.28152 |
3.68435 |
| Apr-05 |
2.97670 |
3.15326 |
3.38366 |
3.72554 |
| May-05 |
3.09363 |
3.27402 |
3.48591 |
3.75286 |
| Jun-05 |
3.24983 |
3.42625 |
3.61307 |
3.81352 |
| Jul-05 |
3.41658 |
3.61302 |
3.83330 |
4.05121 |
| Aug-05 |
3.60484 |
3.80168 |
4.02469 |
4.26742 |
| Sep-05 |
3.78176 |
3.90572 |
4.04512 |
4.20625 |
| Oct-05 |
3.99154 |
4.16740 |
4.35301 |
4.57380 |
| Nov-05 |
4.15429 |
4.35223 |
4.55492 |
4.78263 |
| Dec-05 |
4.36216 |
4.49100 |
4.66619 |
4.83572 |
HSH
LIBOR |
1-Month |
3-Month |
6-Month |
1-Year |
| Jan-06 |
4.48805 |
4.60527 |
4.73259 |
4.84267 |
| Feb-06 |
4.57855 |
4.75555 |
4.92275 |
5.07831 |
| Mar-06 |
4.76037 |
4.92029 |
5.05275 |
5.18670 |
| Apr-06 |
4.91903 |
5.07115 |
5.20472 |
5.32886 |
| May-06 |
5.08117 |
5.18551 |
5.28874 |
5.40227 |
| Jun-06 |
5.24554 |
5.38480 |
5.48966 |
5.59842 |
| Jul-06 |
5.37213 |
5.49533 |
5.58225 |
5.66121 |
| Aug-06 |
5.34560 |
5.42070 |
5.47926 |
5.49509 |
| Sep-06 |
5.32832 |
5.38366 |
5.40915 |
5.37771 |
| Oct-06 |
5.32014 |
5.37334 |
5.39449 |
5.35830 |
| Nov-06 |
5.32270 |
5.37208 |
5.37296 |
5.30355 |
| Dec-06 |
5.34724 |
5.36020 |
5.34921 |
5.24010 |
|
The HSH LIBOR rates are determined from information that is
available as of 11:00 a.m. (London Time) on the last business day
of each month. HSH makes these rates available by the last business
day of each month.
LIBOR is an abbreviation for "London Interbank Offered Rate,"
and is the interest rate offered by a specific group of London banks for
U.S. dollar deposits of a stated maturity. LIBOR is used as a base index for
setting rates of some adjustable rate financial instruments, including
Adjustable Rate Mortgages (ARMs).
For more information on the daily LIBOR, click here.
Click here for more ARM index data.
HSH Associates makes every reasonable effort to supply complete,
accurate information, but assumes no liability for errors.
For histories of the daily LIBOR,
contact HSH Associates.
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