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- Historical rates and individual submissions files will not be published on a Saturday or Sunday.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.
Authorised Redistributors
The following are market data vendors providing real-time LIBOR rate information who have chosen to be featured on our website.
LIBOR rates files are in FIXML format. Sample files are provided to help clients in setting up their systems.
Sample file - basic rates GBPSample file - basic rates EURSample file - basic rates CHFSample file - basic rates JPYNote: Clients may find it easier to view the contents of the FIXML file using Microsoft Excel to tabulate the data into headed columns. To do this, save the file to your computer, then drag and drop the file onto an open Microsoft Excel window and select 'As an XML table' when presented with the 'Open XML' dialogue box (you may need to click 'OK' again if asked whether to create a schema based on the XML source data).