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Introduction

LIBOR® is a short-term interest rate benchmark administered by ICE Benchmark Administration® Limited (“IBA”).

Currently, IBA publishes Overnight, 1-, 3-, 6- and 12-Months USD LIBOR settings using a “panel bank” methodology, based on panel bank submissions, and is being compelled by the UK Financial Conduct Authority (“FCA”) to publish 1-, 3- and 6-Months GBP and settings using a “synthetic” methodology, based on ICE Term SONIA Reference Rates and a fixed spread adjustment. All other LIBOR settings have ceased to be published.

IBA is the authorized administrator of LIBOR and is regulated by the FCA.


Historical LIBOR Rates

Historical LIBOR rates for the previous publication day are available here.

LIBOR Cessation and "Synthetic" LIBOR

Methodology

Governance and Oversight of LIBOR

Publication Days

LIBOR Documentation