- Security Type:Rate
ICE LIBOR GBP 3 Month+ Add to Watchlist
As of 05/01/2015.
Snapshot for ICE LIBOR GBP 3 Month (BP0003M)
- BP0003M:IND 0.57
Rate Profile Information for BP0003M
ICE Benchmark Administration Fixing for British Pound. The fixing is conducted each day at 11:00 am & released at 11:45am(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 Libor day count follows normal market convention: 365 days for GBP, 360 days for the other currencies and for value two business days after the fixing. For the underlying bank rates type: BP index