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ARM Indexes: HSH LIBOR, 2000-2009

Source: HSH Associates, Financial Publishers

This LIBOR series is produced by HSH as a replacement for the FNMA LIBOR which was discontinued in June 2007.

The HSH LIBOR is released on the last business day of the month. You can download a spreadsheet showing a 12-year comparison of the HSH LIBOR versus the FNMA LIBOR.

HSH
LIBOR
1-Month3-Month6-Month1-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-Month3-Month6-Month1-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-Month3-Month6-Month1-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-Month3-Month6-Month1-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-Month3-Month6-Month1-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-Month3-Month6-Month1-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-Month3-Month6-Month1-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

HSH
LIBOR
1-Month3-Month6-Month1-Year
Jan-07 5.32003 5.36001 5.38418 5.37125
Feb-07 5.32000 5.35941 5.38931 5.38174
Mar-07 5.31996 5.34715 5.31567 5.19884
Apr-07 5.32000 5.35476 5.35464 5.28054
May-07 5.32000 5.35881 5.36910 5.33317
Jun-07 5.32000 5.36000 5.39299 5.44619
Jul-07 5.32000 5.35966 5.37425 5.38321
Aug-07 5.49753 5.4837 5.37731 5.18601
Sep-07 5.49266 5.49394 5.35384 5.06184
Oct-07 4.98141 5.14652 5.05128 4.87713
Nov-07 4.76716 4.96208 4.83244 4.52188
Dec-07 5.01724 4.97941 4.82497 4.42274

HSH
LIBOR
1-Month3-Month6-Month1-Year
Jan-08 3.90909 3.91764 3.77949 3.44154
Feb-08 3.13676 3.08759 3.00393 2.80464
Mar-08 2.80655 2.78250 2.67980 2.51329
Apr-08 2.78541 2.79466 2.83861 2.82883
May-08 2.50653 2.69238 2.85438 3.03056
Jun-08 2.47039 2.76539 3.10351 3.41756
Jul-08 2.45995 2.79207 3.11565 3.27957
Aug-08 2.46816 2.80625 3.11164 3.23635
Sep-08 2.92702 3.12168 3.33685 3.37085
Oct-08 3.80962 4.05859 3.87837 3.78929
Nov-08 1.62100 2.27906 2.65775 2.82313
Dec-08 1.08256 1.82935 2.17783 2.38446

HSH
LIBOR
1-Month3-Month6-Month1-Year
Jan-09 0.38339 1.21081 1.62110 1.90241
Feb-09 0.46278 1.24263 1.75694 2.06435
Mar-09 0.53249 1.26674 1.82727 2.11725
Apr-09 0.44997 1.10622 1.65189 1.93510
May-09 0.34230 0.81655 1.35701 1.67912
Jun-09 0.31620 0.62071 1.17955 1.67756
Jul-09 0.29071 0.51533 0.98141 1.49995
Aug-09 0.27040 0.42452 0.84281 1.42310
Sep-09 0.24730 0.29795 0.67736 1.26909
Oct-09 0.24433 0.28308 0.58966 1.22747
Nov-09 0.23783 0.26814 0.51679 1.08438
Dec-09 0.23289 0.25305 0.45288 0.99930

Click here for 2010 and newer data.

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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