LIBOR BBA website

bbalibor™ Explained

bbalibor is the primary benchmark for short term interest rates globally and is used as the basis for settlement of interest rate contracts on many of the world's major futures and options exchanges. It has also been used as a barometer to measure the health of financial money markets and is used in many loan agreements throughout global markets including mortgage agreements.

This section of the website offers a basics guide that contains an overview of how bbalibor is calculated and also addresses other common issues. We also offer a frequently asked questions guide that answers common queries.

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