Snapshot for BBA LIBOR ECU 3 Month (EU0003M)

Rate Profile Information for EU0003M

London-Interbank Offered Rate - British Bankers Association Fixing for Ecu (European Currency Unit). The fixing is conducted each day at 11a (London time).The rate is an average derived from the quotations provided by the banks determined by the British Bankers' Association. 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. BBA Ecu Libor is calculated on an ACT/360 basis and for value twoday after the fixing.For the underlying bank rates type: EU index , for Libor in other currencies type BBAM . Prior to 01/95 the BBA did not fix Libor and the history shown is a Libor consensus at 11 a.m London.