Symbol Guide - ICE Libor (Formerly BBA Libor)

ICE Data Services -

Symbol Guide - ICE LIBOR (-BA)

ICE LIBOR (formerly known as BBA LIBOR) is a benchmark rate produced for five currencies with seven maturities quoted for each.  The ICE LIBOR is the leading source for industry standard Libor pricing.  Forward terms from overnight to 1 year are supported. 
 Popular Products
 Euro Dollar
 British Pound

Popular Symbols

Symbol Format
symbol,space,month code,
exchange code


Exchange Information
ICE Libor Website
Local Time:(1100 Hrs GMT)
Exchange Fee Pricing
Account Maintenance

 Description Symbol Months Comments
 Canadian Dollar Libor CADLIB A1,W1,W2,M1,M2,M3,M4,M5,M6,
  Updates Daily
 Euro Libor EURLIB
 Euro Libor2 EURLIB2
 British Pound Libor GBPLIB
 Swedish Krona Libor SEKLIB
 US Dollar Libor LIB
 Swiss Franc Libor CHFLIB A3,W1,W2,M1,M2,M3,M4,M5,M6,
 Australian Dollar Libor AUDLIB
 Danish Libor DKKLIB
 Japanese Yen Libor JPYLIB
 New Zealand Dollar Libor NZDLIB
 Swedish Krona Libor SEKLIB

 A1 Overnight M5 5 Months
 A3 Next Day M6 6 Months
 W1 1 Week M7 7 Months
 W2 2 Weeks M8 8 Months
 M1 1 Month M9 9 Months
 M2 2 Months N0 10 Months
 M3 3 Months N1 11 Months
 M4 4 Months Y1 1 Year