LIBOR Waterfall Methodology Test Rates

     
     

ICE Bank Yield Index

ICE LIBOR Reports

IBA announced on 25 April, 2018 the intended transition of LIBOR panel banks to the Waterfall Methodology. The transition was expected to occur on a gradual basis. IBA did not publish any reports from 25 April, 2018 until the process of transitioning panel banks to the Waterfall Methodology was complete, which was announced on 1 April, 2019.

2018

Quarterly Volume Report

Weekly Reports


2017

Quarterly Volume Report

Weekly Reports


2016

Quarterly Volume Report

Weekly Reports


2015

Quarterly Volume Report