Need help getting Repo & Libor data from Bloomberg

[ngtridung]

Hi everyone,

Can someone who has access to Bloomberg share with me the repo & Libor data? I need the "3 month general collateral repo rates" and "3 month libor rate", (daily data as far back as possible).

I am really appriciated if you could help. Thank you very much.
TD.

the bba has data on libor. fyi

[ngtridung]

thank hattryx, I prefer to have data from Bloomberg because the libor data from bba is in separate files which makes it time consumming and error prone to merge them (I need repo and libor data as far back as possible).

[neomikeo]

Usually, the three month GC repo contract is rather illiquid. The most liquid repo contracts are overnight, tomorrow next, spot next and probably spot 1 week. Because of illiquidity, you probably see rather sparse data and the quotes are just indicative.
If you want to compute the TED Spread, you better off using three month treasury bill rate, which is a better proxy for risk-free rate.