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.
Contracts
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 |
| Symbol Format EURLIB A1-BA symbol,space,month code, exchange code | Exchange Information |
Contracts
| Description | Symbol | Months | Comments |
| Canadian Dollar Libor | CADLIB | A1,W1,W2,M1,M2,M3,M4,M5,M6, M7,M8,M9,N0,N1,Y1 | 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, M7,M8,M9,N0,N1,Y1 | |
| 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 |