Voir iotafinance en FrançaisYou are viewing the English version of iotafinance.comIotafinance auf Deutsch sehen
Icon for pthe ractical information section

Market data - interest rate USD LIBOR O/N

icon of the financial acronyms app for iOS

Financial acronyms

The entire acronym collection of this site is now also available offline with this new app for iPhone and iPad.

 Characteristics of the reference rate

Full name of reference rate :
USD LIBOR Overnight
Effective date :
t + 2
Digits :
5
Currency :
United States dollar (USD)
Tenor :
Overnight
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