LIBOR is gone. Libor X follows the rates that replaced it.
For half a century LIBOR was the most important number in finance: hundreds of trillions of dollars in loans, mortgages and derivatives depended on it. After the rate-rigging scandals it was retired, and every major currency moved to an overnight benchmark built on real transactions. Libor X brings them together in one app.
FOUR CURRENCIES, ONE SCREEN
• SOFR — United States, Federal Reserve Bank of New York
• SONIA — United Kingdom, Bank of England
• SARON — Switzerland, SIX Swiss Exchange
• TONAR — Japan, Bank of Japan
THE TERM SOFR CURVE
CME Term SOFR at 1, 3, 6 and 12 months is the closest successor to the old USD LIBOR fixings, and it is what business lending is priced against today. Each tenor gets its own card and chart, and the shape of the curve shows where markets expect the Fed to go.
WHAT YOU GET
• Daily fixing with the change from the previous day
• Full history, from one month to the entire available series
• Interactive chart: drag to read the value on any date
• All four currencies compared on a single chart
• A ranking of who pays the most, updated every fixing
• The curve read for you: upward, flat or inverted
• Notifications when new fixings are published
• Works offline with the last downloaded data
• iPhone and iPad, light and dark
• VoiceOver and Dynamic Type
WHERE THE DATA COMES FROM
Every rate comes from the official administrator that publishes it. Fixings are released once per business day and appear here after a short delay.
Libor X is an information app and does not provide financial advice. Values may differ from official publications: always verify with the administrator before making decisions.
