Index group::LIBOR EUR



Organization responsible for index calculation:British Bankers Association

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

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


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