The format of their data, however, may not be as easy-to-use as the formats used on various financial data websites.A good place to start for Libor rate history is the website of the British Bankers' Association (BBA).
Here's how it works: The BBA asks Banks A, D, Q and R who all lend in United States Dollars what they would charge Bank B to borrow funds in United States Dollars for a specific term (such a 6-month loan).
British Banking Association - The BBA website includes historical Libor rates back to January 1986 for United States Dollars as well as nine other international currencies.
To get the 6-month Libor Eurodollar rate at these same banks, the BBA would ask these banks what they would charge Bank B to borrow funds in Eurodollars for six months.
The Libor interest rates are determined each London business day by the British Bankers' Association (BBA) as a composite of at least eight major banks in London.