Accessible Version
Accessible Version
Median daily number of unsecured wholesale borrowing transactions observed for U.S. dollar LIBOR panel banks
| 1-month LIBOR | 3-month LIBOR | 6-month LIBOR | 1-year LIBOR | |
|---|---|---|---|---|
| 2017-Q1 | 6 | 6 | 3 | 1 |
| 2017-Q2 | 8 | 6 | 3 | 0 |
| 2017-Q3 | 7 | 5 | 2 | 1 |
| 2017-Q4 | 9 | 6 | 2 | 1 |
| 2018-Q1 | 7 | 8 | 3 | 1 |
| 2018-Q2 | 5 | 7 | 2 | 0 |
Note: Chart key describes bars in orderfrom left to right for each quarter. Transactions are aggregated across all available fed funds, Eurodollar, certificates of deposit, and unsecured commercial paper transactions of the 16 banks currently submitting to U.S. dollar LIBOR. Transactions above $10 million with tenors between 25 and 35 days (for one month), 80 and 100 calendar days (three month), 150 to 210 calendar days (six month), or 330 and 390 days (one year) are included for each maturity, excluding any transactions more than 25 basis points above or below the day's LIBOR rate (excluding days on which the FOMC altered its monetary policy targets).
Last Update:
July 19, 2018