- Security Type:Rate
ICE LIBOR GBP 1 Month+ Add to Watchlist
As of 07:45:22 ET on 03/13/2014.
Snapshot for ICE LIBOR GBP 1 Month (BP0001M)
- BP0001M:IND 0.48
Rate Profile Information for BP0001M
London - Interbank Offered Rate - ICE Benchmark Administration Fixing for Sterling. The fixing is conducted each day at 11 a.m. (London time). The rate is an average derived from the quotations provided by the banks determined by the ICE Benchmark Administration. The top and bottom quartile is eliminated and an average of the remaining quotations calculated to arrive at fixing. The fixing is rounded up to 5 decimal places where the sixth digit is five or more. ICE Sterling Libor is calculated on an ACT/365 basis and the value date is the date on which the rate is actually fixed. Prior to 01/95 the ICE did not fix Libor and the history shown is a Libor consensus at 11 a.m. London time.