Effective 3
rd June 2013, BBA Libor CAD and AUD have been discontinued by the ICE Benchmark Association. Additionally, the maturities of 2 week (2W), 4 month (4M), 5 month (5M), 7 month (7M), 8 month (8M), 9 month (9M), 10 month (10M) and 11month (11M) for all remaining currencies have also been discontinued.
Additionally, from 03 June, 2013 onwards, BBA LIBOR will publish with the following maturities and currencies only:
CHF: SN, 1W, 1M, 2M, 3M, 6M, 12M
JPY: SN, 1W, 1M, 2M, 3M, 6M, 12M
GBP: ON, 1W, 1M, 2M, 3M, 6M, 12M
USD: ON, 1W, 1M, 2M, 3M, 6M, 12M
EUR: ON, 1W, 1M, 2M, 3M, 6M, 12M
EUR Same Day: 1W, 1M
This decision was instated by the ICE Benchmark Association following the recommendations of the
Wheatley LIBOR Review.