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0.02 -0.00-2.96%

As of 02/25/2015.

Snapshot for ICE LIBOR EUR 3M (EE0003M)

Open: 0.02 High: 0.02 Low: 0.02

Rate Chart for EE0003M

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  • EE0003M:IND 0.02
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Interactive EE0003M Chart

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Rate Profile Information for EE0003M

London - Interbank Offered Rate - ICE Benchmark Administration Fixing for Euro. The fixing is conducted each day 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. Please note that for the overnight rate, the value date is on the same day as the fixing date, with the maturity date falling the next business day in both centres. For the underlying bank rates type: BBAL , for Libor in other currencies type BBAM . The settlement convention is as follows:T+0 for GBPT+2 for other currencies (USD, CHF, JPY, EUR)You may find more information about LIBOR calculation on our website:

Quotes delayed, except where indicated otherwise. All prices in local currency. Time is ET.

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