Sterling Deposit Rates

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Hi,

My first post on these boards is to ask somebody for some much needed advice.

I am currently just researching into Short Term Interest Rate futures, and need to be able to calculate the theoretical future price using a yeild curve of daily deposit/spot rates.

Where can I find daily deposit interest rates. Can I use LIBOR to construct my yield curve at the short end? Or am I missing something here?

Best wishes,
Simon

 

[Rononthego]

Hi,, this is Ron,, do you care to talk a little shop ?