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LIBOR

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LIBOR stands for the London Interbank Offered Rate and is the rate of interest at which banks borrow funds from other banks in the London wholesale (or "interbank") money market.

 


LIBOR - abbreviation for The London Inter-Bank Offered rate.
Limit Order - this type of order defines and restricts the maximum price to be paid or the minimum price to be received.

LIBOR
The London Inter-Bank Offered Rate. Banks use LIBOR when borrowing from another bank.
Limit Order ...

LIBOR (London Inter Bank Offer Rate)
British Bankers' Association average of interbank offered rates for dollar deposits in the London market based on quotations at 16 major banks.

LIBOR is often is the benchmark rate for commercial loans, mortgages and floating rate debt issues. CME LIBOR futures contracts create opportunities for a number of attractive spread trading strategies based on changing price-yield relationships.

While the LIBOR rate is primarily associated with loans between banks, it is important to note that subprime adjustable mortgage rates are directly tied to the current status of the LIBOR rate.

LIBOR
The average interest rate that London banks charge on Eurodollar loans as they lend to one another. The British Bankers Association calculates the LIBOR daily for different currencies and announces this daily at 11 o'clock in London.

Consider a spot LIBOR rate which is set at 7% and a 3 month LIBOR future rate of 9% this means that the implied rate is 2%.

LIBOR: The London Interbank Offered Rate. The rate of interest at which banks borrow funds (denominated in U.S. dollars) from other banks, in marketable size, in the London interbank market.

LIBOR London InterBank Offered Rate. The lending rate among international banks in London.
Limit Order When you instruct your broker to buy or sell a given security at a specific price.

LIBOR
See: London Interbank Offered Rate
LIFFE
See: London International Financial Futures and Options Exchange ...

LIBOR
London Interbank Offer Rate - LIBOR, is the interest rate that banks charge each other on short-term money in England's Eurobond market. LIBOR is also frequently used as a reference index for Eurobond floating rate notes.
M ...

LIBOR
The London Interbank Offered Rate, the rate charged by one bank to another for lending money.
Life of Contract
The period between the beginning of trading in a particular future and the expiration of trading.

LIBOR - A benchmark interest rate upon which many transactions are based. Obligations of parties to such transactions are typically expressed as a spread to LIBOR. The term is an acronym for "London Inter-Bank Offered Rate." ...

LIBOR (London Interbank Offered Rate) - The interest rate charged among banks for short-term Eurodollar loans. A common index for adjustable-rate mortgages and securities.

LIBOR (London Interbank Offered Rate)
The rate banks charge each other for short-term eurodollar loans. LIBOR is frequently used as the base for resetting rates on floating-rate securities.
Lockout ...

LIBOR - Stands for London Interbank Offer Rate. The interest rate that the largest international banks will lend to each other.
LIFFE - The London International Financial Futures Exchange. Consists of the three largest UK futures markets.

LIBOR
The 'London Interbank Offered Rate' is the average of interbank offered rates for dollar deposits in the London market based on quotations at five major banks.
Listed Bond ...

LIBOR: London Interbank Offered Rate - rate that the most creditworthy international banks dealing in Eurodollars charge each other for large loans.

LIBOR - London Interbank Offered Rate.
Limit - In relation to dealing instructions, a restriction set on an order to buy or sell, specifying the minimum selling or maximum buying price.

Euro LIBOR
London Interbank Offer Rate denominated in euros. This is the interest rate that banks offer each other for large short-term loans in euros.

LIBOR (London Inter-Bank Offered Rate)
The rate at which major London banks offer to lend funds to other banks. Libor rates are commonly used as reference rates in interest rate swap transactions. Similar rates exist in other markets e.g.

LIBOR - London InterBank Offered Rate - An interest rate at which banks can borrow from one another in the London Interbank market
Limit Order - An order placed with a broker to buy or sell a position when the security reaches a certain price.

The LIBOR is officially fixed once a day by a small group of large London banks, but the rate changes throughout the day.
Related Terms
Interbank market
Libid
Libor ...

LIBOR-OIS
Bank of America implied volatility
None of these graphs suggests that it's time for deep concern. BAC is trash: everyone knew that already, and even with all the worry, short-term implied vol is only halfway to the 2008 peak.

The SABR/LIBOR Market Model: Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives
Riccardo Rebonato, Kenneth McKay, Richard White
$68.00 ...

GPM GPML GSCC GTC GTW HHD IAIS IANs IB IBCs IBF IBRD IBSGC ICASS ICC ICM ICON ICR ICS ID IDT IGS IIAC IIEDS IMA IMCR IMF INCSR INTERPOL IOSCO IOSCO IPO IRA IRB IRR IRS ISCC ISDA ISG ISIS ITAC ITCV ITDS ITPN ITS JDC KCBT KTT LAAC LAC LAR LCAC LIBOR ...

LIBOR) falls within some range (such as under 6.5%). A Fixed (Floating) Rate Accrual Note accrues interest that is a spread over the corresponding ordinary Fixed (Floating) Note.

com LIBOR Acronym for London Inter-Bank Offer Rate. The interest rate that the banks charge... Libyan Dinar The currency of Libya. Learn more about the Libyan Dinar and Libya at GoCurrency.

Floating Rate Bonds - also referred to as floating rate notes (FRN), these bonds have a coupon that is linked to a money market index such as LIBOR or EURIBOR. For example, if a floating rate bond is said to be six months LIBOR +0.

If Company A can borrow at a fixed rate of 12% or at LIBOR+2%, whilst Company B can borrow at a fixed rate of 10% or at LIBOR+1%, then there is a difference of 2% in fixed rate borrowings, but of only 1% in floating rate borrowings.

London Interbank Offered Rate (LIBOR)
London International Financial Futures Exchange (LIFFE)
London Metal Exchange (LME)
London Stock Exchange (LSE)
Long bonds
Long coupons
Long hedge
Long leg
Long market value
Long position ...

CME Group's Eurodollar futures contract reflects the London Interbank Offered Rate (LIBOR) for a three-month, $1 million offshore deposit.

It is similar to the London Interbank Offered rate (LIBOR), which is the rate that international banks typically charge each other for loaning Eurodollars overnight in the London market.

This technique has many important applications in LIBOR and swap market models, as well as commodity markets. Jamshidian (1989) first used it in the context of the Vasicek model for interest rates in order to calculate bond options prices.

Floater (floating security): A floater is a security whose value or coupon is determined by the performance of an index, such as a 1 month LIBOR (London Inter-Bank Offered Rate) or a security such as the 91-day Treasury bill.

* Absolute lowest rollover rates, approaching LIBOR rates.
* Accept credit cards,...
Forex.com (FOREX arm of Gain Capital) Not rated yet
There's no perfect broker (as I often say), and Forex.com is no exception.

Differential swap
Swap between two LIBOR rates of interest, e.g., yen LIBOR for dollar LIBOR Payments are in one currency.

The government investment in banks should lower the LIBOR 3 month rate. It is a bit lower to 4.64%. It should be close to 1.5%, the Fed rate. This has been choking the banks and credit.

Acronym for Paris Interbank Offer Rate. See also: LIBOR
[MORE]
Commodity-Linked Bond ...

Index Swap A type of interest rate swap where the principal amount is tied to an index rate, such as LIBOR. In theory, the index protects the party with the fixed rate from prepayment risk.

When buying CFDs, you are in principle borrowing money for a trade, so you are charged a standard interest rate based on the current LIBOR (London Interbank Offer Rate) plus a small percentage.

The coupon for the floating rate issues may be based on a short-term rate, such as three-month LIBOR plus a spread. By reducing the interest-rate risk, these products have significantly less attractive coupons than the fixed rate products.

As part of the rollover, positions are subject to a swap charge or credit based on the LIBOR/LIBID interest rates of the two traded currencies with an added a mark-up of +/- 0.

London Interbank Offered Rate : Abbreviated LIBOR. The rate charged by on...
London International Financial Futures Exchange and Options Exchange : Ab...
Long Position : In foreign exchange, when a currency pair is bought, it i...

Interest Rate Futures - Futures contracts with fixed income securities such as U.S. Treasury issues, or based on the levels of specified interest rates such as LIBOR (London Interbank Offered Rate) as its underlying asset.

to pay a fixed interest rate in exchange for receiving a variable (floating) rate on the swap's notional amount. The reverse position is taken by the counterparty. Typically, the floating rate side of the swap is tied to the three or six month LIBOR ...

Dividends are usually negotiated or given as a percentage of the par value; however, in some cases, dividends are paid out with a variable rate which is tied to an interest rate such as LIBOR, or Federal Funds.

See also: Market, Interest, Interest Rate, Trading, Offer