Clients can choose to access LIBOR rate information from one of the following sources:
- Direct from ICE by accessing the SFTP service
- Direct from ICE by daily email distribution
- Through a third party redistributor
SFTP Service
- Licensed clients are able to download LIBOR rate information from ICE SFTP servers at time of publication (around 11:45am London time)
- Files are published in FIXML format with one file for each currency
- Clients are also able to access historical LIBOR rates files, going back to 1 January 2005
- In order to set up access to this service, clients are required to generate SSH keys and provide these to: LiborLicensing@theice.com
- An SFTP service client specification and sample files can be found in the Technical Documentation section
E-Mail Service
- Licensed clients can choose to subscribe to the ICE LIBOR e-mail service
- Files are attached to the email in FIXML format with one file for each currency
- Although every effort is made by IBA to provide the email service in a timely manner each day, clients for whom access to the rates is time-critical should use the SFTP service
- In order to set up access to this service, clients are required to provide an email address(es), to which the data should be sent, to: LiborLicensing@theice.com
- An email service client specification and sample files can be found in the Technical Documentation section
Availability of Historical Data
- Historical rates are released seven days after initial publication, at the normal time of publication. For example, a file containing the LIBOR rates originally published at 11:45am on Monday 6th January, will be released on the historical data service at 11:45am on Monday 13th January
- Historical individual submissions data is released three calendar months after publication, in line with the three month embargo period recommended by the Wheatley Review. For example, a file containing the individual submissions originally submitted on Monday 7th October, will be released on the historical data service at 11:45 on Tuesday 7th January
- Historical rates and individual submissions files will be published Monday to Friday at 11:45am London time, except for UK bank holidays when the files will be published at 9am London time
- Historical rates and individual submissions files will not be published on a Saturday or Sunday. Historical submissions files for a corresponding day 3 months ago are released at 5am on the following Monday
- On the first weekday of every month, the historical rates files for the most recent month are aggregated into a monthly file (one per currency)
- On the first weekday of every month, the historical individual submissions file for the most recent un-embargoed month are aggregated into a monthly file (one per currency)
Third Party Redistributors
Clients may choose to access LIBOR rate information from third party market redistributors. The list of authorised redistributors can be found below.