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Please note: I have already checked your standard "Historical data sources" link, but it does not have the data I need:

I am looking for 5 years of libor/swap data for major currencies. Daily, or even better hourly.

Is this available anywhere?

An example of what I would like is: Bloomberg ADSW2 CMPL Curncy.

Is there a free equivalent?

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4 Answers 4

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This site might be useful http://www.bankofengland.co.uk/statistics/pages/yieldcurve/default.aspx. It has the nominal 3 mo LIBOR swap rates

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This site used to be a good free source. I'd be surprised if you find a good source with daily LIBOR rates for major currencies with easy automatic download.

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Does the link below help? It's free and has daily 3 month rates.

https://fred.stlouisfed.org/search?st=Libor+3+month+daily

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Download this application. It provides free LIBOR and Swap historical data covering 3 months, OIS and basis for all major currencies. https://finpricing.com/download.html list of libor and swap cuves in FinPricign

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