ICE Libor is not published on certain days. The following tables set out the relevant holidays for the different currencies & tenors. Specific days for each year are available on the Holiday Calendars page.
| Public Holiday | Maturities Affected |
|---|---|
| New Year's Day (1st January) | All currencies and tenors |
| Good Friday | All currencies and tenors |
| Easter Monday | All currencies and tenors |
| Early May Bank Holiday | All currencies and tenors |
| Spring Bank Holiday | All currencies and tenors |
| Summer Bank Holiday | All currencies and tenors |
| Christmas Day | All currencies and tenors |
| Boxing Day (26th December) | All currencies and tenors |
In addition, there is no LIBOR fixing in some currencies and tenors if the fixing date is a holiday in the major financial centre for the respective currency.
| Public Holiday | Maturities Affected |
|---|---|
| Labour Day (1st May)* | Overnight Only |
*This holiday only impacts LIBOR if the holiday falls on a weekday.
| Public Holiday | Maturities Affected |
|---|---|
| Martin L King's Birthday | Overnight Only |
| President's Day | Overnight Only |
| Independence Day (4th July)* | Overnight Only |
| Labour Day | Overnight Only |
| Columbus Day | Overnight Only |
| Veteran's Day | Overnight Only |
| Thanksgiving Day | Overnight Only |
*This holiday only impacts LIBOR if the holiday falls on a weekday.
JPY and CHF fixings are not affected by local holidays.