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ARM Indexes: HSH LIBOR, 2010-present

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-2010
Feb-2010
Mar-2010
Apr-2010
May-2010
Jun-2010
Jul-2010
Aug-2010
Sep-2010
Oct-2010
Nov-2010
Dec-2010
0.23169
0.22906
0.23731
0.25975
0.33546
0.34874
0.33412
0.27546
0.25699
0.25606
0.25419
0.26179
0.25012
0.25052
0.26842
0.31161
0.45851
0.53690
0.51033
0.36255
0.29137
0.28884
0.28712
0.30272
0.39925
0.38780
0.41061
0.47586
0.65925
0.75182
0.71850
0.57910
0.47777
0.45499
0.44597
0.45839
0.89791
0.85158
0.87330
0.95980
1.12999
1.18796
1.11780
0.94358
0.80437
0.76810
0.76513
0.78390

HSH
LIBOR
1-Month3-Month6-Month1-Year
Jan-2011
Feb-2011
Mar-2011
Apr-2011
May-2011
Jun-2011
Jul-2011
Aug-2011
Sep-2011
Oct-2011
Nov-2011
Dec-2011
0.26063
0.26293
0.25328
0.22144
0.19780
0.18716
0.18662
0.21117
0.23085
0.24374
0.25365
0.28361
0.30341
0.31190
0.30843
0.28138
0.26071
0.24782
0.24991
0.29324
0.35023
0.40648
0.47529
0.55574
0.45540
0.46405
0.46078
0.44230
0.41408
0.39758
0.41393
0.45919
0.52220
0.59521
0.68054
0.77985
0.78182
0.79340
0.77971
0.77006
0.73915
0.72688
0.72721
0.77672
0.83320
0.90864
1.00031
1.10031

HSH
LIBOR
1-Month3-Month6-Month1-Year
Jan-2012
Feb-2012
Mar-2012
Apr-2012
May-2012
Jun-2012
Jul-2012
Aug-2012
Sep-2012
Oct-2012
Nov-2012
Dec-2012
0.28290
0.25002
0.24063
0.23983
0.23893
0.24320
0.24646
0.23769
0.22134
0.21347
0.20889
0.21094
0.56590
0.50324
0.47329
0.46682
0.46653
0.46559
0.45355
0.43226
0.37198
0.33050
0.31102
0.30950
0.79698
0.75729
0.74128
0.73140
0.73299
0.73640
0.73022
0.71753
0.67168
0.58230
0.52835
0.51490
1.11455
1.07119
1.05348
1.04862
1.06151
1.06919
1.06532
1.04236
0.99978
0.91858
0.86319
0.84864

HSH
LIBOR
1-Month3-Month6-Month1-Year
Jan-2013
Feb-2013
Mar-2013
Apr-2013
May-2013
Jun-2013
Jul-2013
Aug-2013
Sep-2013
Oct-2013
Nov-2013
Dec-2013
0.20620
0.20130
0.20345
0.19953
0.19671
0.19319
0.19112
0.18407
0.18057
0.17242
0.16727
0.16723
0.30261
0.29050
0.28190
0.27714
0.27417
0.27374
0.26758
0.26334
0.24111
0.24177
0.23825
0.24390
0.48810
0.46343
0.44783
0.43602
0.42137
0.41399
0.40308
0.39498
0.38034
0.36122
0.35064
0.34640
0.81427
0.76188
0.73513
0.71683
0.69361
0.68394
0.68385
0.66830
0.65269
0.61778
0.58667
0.57905
HSH
LIBOR
1-Month3-Month6-Month1-Year
Jan-2014
Feb-2014
Mar-2014
Apr-2014
May-2014
Jun-2014
Jul-2014
Aug-2014
Sep-2014
Oct-2014
Nov-2014
0.15971
0.15511
0.15488
0.15175
0.15036
0.15237
0.15439
0.15597
0.15410
0.15352
0.15481
0.23823
0.23520
0.23410
0.22735
0.22609
0.23095
0.23417
0.23483
0.23403
0.23138
0.23286
0.33796
0.33080
0.33107
0.32382
0.32312
0.32389
0.32826
0.32970
0.32999
0.32362
0.32680
0.57530
0.55461
0.55714
0.54969
0.53796
0.54217
0.55577
0.55921
0.57705
0.55239
0.56206

Click the image below to see a full-sized graph comparing the 1-month HSH LIBOR to the 1-month FNMA LIBOR.

HSH LIBOR
Click the image below to see a full-sized graph comparing the 3-month HSH LIBOR to the 3-month FNMA LIBOR.

HSH LIBOR
Click the image below to see a full-sized graph comparing the 6-month HSH LIBOR to the 6-month FNMA LIBOR.

HSH LIBOR

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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