ICE Benchmark Administration

Historical Data

LIBOR Waterfall Methodology Test Rates

ICE Bank Yield Index

LIBOR Reports


IBA announced on 25 April, 2018 the intended transition of LIBOR panel banks to the Waterfall Methodology. The transition was expected to occur on a gradual basis. IBA did not publish any reports from 25 April, 2018 until the process of transitioning panel banks to the Waterfall Methodology was complete, which was announced on 1 April, 2019.


2022

Weekly Reports


2021

Weekly Reports


2020

Weekly Reports


2019

Weekly Reports


2018

Quarterly Volume Report

Weekly Reports


2017

Quarterly Volume Report

Weekly Reports


2016

Quarterly Volume Report

Weekly Reports


2015

Quarterly Volume Report