WHAT IS ICE LIBOR

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AGARWAL COAL
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Joined: 07/12/2014
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Dear all,

Can you please  tell me what is ICE LIBOR and how different from LIBOR

 

WHAT IS ICE LIBOR RATE FOR 3 MONTH, 6 MONTHS & 12 MONTHS

 

 

THANKS

NILESH

 

phill doran
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Joined: 02/10/2009
google is your friend...

Hello Nilesh

"...ICE LIBOR (formerly known as BBA LIBOR) is a benchmark rate produced for five currencies with seven maturities quoted for each - ranging from overnight to 12 months, producing 35 rates each business day..."

You need to cut and paste this link into your browser (as links do now work on this forum)

https://www.theice.com/publicdocs/IBA_LIBOR_FAQ.pdf

The above is a very comprehensive guide on the subject, in simple terms.

cheers

phill

"...in the kingdom of the blind: what you see is what you get..."

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