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Market data - interest rate USD LIBOR 1W

Characteristics of the reference rate

Full name of reference rate :
USD LIBOR 1 week
Effective date :
t + 2
Digits :
5
Currency :
United States dollar (USD)
Tenor :
1 week
Daycount convention :
Act/360
Remarks :
Previously published by the BBA, LIBOR rates are administered by the ICE since February 1st, 2014, and have subsequently changed their name from BBA LIBOR to ICE LIBOR.

Historical data available