Index group::LIBOR USD



Organization responsible for index calculation:ICE

Index group description
BA LIBOR is the ICE fixing of the London Inter-Bank Offered Rate. It is based on offered inter-bank deposit rates contributed in accordance with the Instructions to ICE LIBOR Contributor Banks. Provided on Cbonds with a weekly delay.

Included indices
O/N LIBOR USD
1M LIBOR USD
3M LIBOR USD
6M LIBOR USD
1W LIBOR USD
2M LIBOR USD
2W LIBOR USD
4M LIBOR USD
5M LIBOR USD
7M LIBOR USD
8M LIBOR USD
9M LIBOR USD
10M LIBOR USD
11M LIBOR USD
12M LIBOR USD


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