ICE BENCHMARK ADMINISTRATION
Historical Data

Data

Transparency Reports

Monthly Volume Reports

LIBOR Waterfall Methodology Test Rates

ICE LIBOR Quarterly Volume Reports

IBA announced on 25 April, 2018 the intended transition of LIBOR panel banks to the Waterfall Methodology. Panel banks will transition on a gradual basis. IBA will not publish any reports from 25 April, 2018 until the process of transitioning panel banks to the Waterfall Methodology is complete.

ICE LIBOR Weekly Reports

IBA announced on 25 April, 2018 the intended transition of LIBOR panel banks to the Waterfall Methodology. Panel banks will transition on a gradual basis. IBA will not publish any reports from 25 April, 2018 until the process of transitioning panel banks to the Waterfall Methodology is complete.