Use the British Bankers Association website

• The LIBOR is the rate of interest at which banks borrow funds from other banks, in marketable size, in the London interbank market; it is the most widely used benchmark or reference rate for short term interest rates
• Available on the BBA site from 1987-present
• Download into Excel

Additional Recommendations:

• Finance Industry Information Guide - Selected Interest Rates and Key Economic Indicators

Answered by David Colp (58) on Feb 11, 2010Email answer