Snapshot for BBA LIBOR JPY 3 Month (JY0003M)

Rate Profile Information for JY0003M

The fixing is conducted each day at 11am (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 Yen Libor is calculated on an ACT/360 basis and for value two days after the fixing .For the underlying bank rates type: JY 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.