ICE BENCHMARK ADMINISTRATION

Historical Data

For information regarding the future of LIBOR, including links to statements from the FCA relating to the future cessation or unrepresentativeness of LIBOR, please see the section on our LIBOR webpage headed “The Future of LIBOR”.

Data

ICE Term Risk Free Rates

     

Transparency Reports

U.S. Treasuries

Monthly Volume Reports

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.

2021

Weekly Reports

2020

Weekly Reports

2019

Weekly Reports

2018

Quarterly Volume Report

Weekly Reports

2017

Quarterly Volume Report

Weekly Reports

2016

Quarterly Volume Report

Weekly Reports

2015

Quarterly Volume Report

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