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Fixing Calendar

Please find four fixing calendars below that show the fixing and equivalent value dates for throughout 2009, 2010, 2011, 2012, 2013 & 2014. The public and local holidays that affect each bbalibor currency are listed also.

Each file has two tabs. One tab is for all currencies that use overnight as the shortest maturity. A second tab is for all the currencies that have spot/next as the shortest maturity.

The difference is that the fix and value dates are the same for overnight maturities, whilst there are two business days between fix and value date for spot/next currencies.

For more help regarding this please refer to our Fixing and Maturity Guide

2009 Fixing Calendar - click here

2010 Fixing Calendar - click here

2011 Fixing Calendar - click here

2012 Fixing Calendar - click here

2013 Fixing Calendar - click here

List of public holidays that affect LIBOR

Public Holiday Observed           Maturities Affected

Euro

New Year’s Day (1st January) 

All Maturities
Good Friday

All Maturities
Easter Monday   

All Maturities
1 May (Labour Day),  

Overnight Only
Christmas Day  

All Maturities
Boxing Day (26th December)

All Maturities

Euro follows TARGET. There is no additional Euro holiday if any of these days fall on a weekend, so there are three to six holidays a year, excluding weekends, depending on the day of the week on which the TARGET holidays fall.

Sterling

New Year’s Day (1st January)   All Maturities
Good Friday     All Maturities
Easter Monday     All Maturities
Early May Bank Holiday   All Maturities
Spring Bank Holiday       All Maturities
Summer Bank Holiday     All Maturities
Christmas Day     All Maturities
Boxing Day (26th December)   All Maturities

US Dollar

New Year’s Day (1st January)     All Maturities
Martin L King's Birthday   Overnight Only
President’s Day   Overnight Only
Good Friday     All Maturities
Easter Monday   All Maturities
Early May Bank Holiday   All Maturities
Memorial Day   All Maturities
Independence Day*   Overnight Only
Summer Bank Holiday   All Maturities
Labour Day    Overnight Only
Columbus Day      Overnight Only
Veteran’s Day     Overnight Only
Thanksgiving Day    Overnight Only
Christmas Day    All Maturities
Boxing Day (26th December)     All Maturities

* LIBOR will calculate in all maturities if Independence Day falls on either a Saturday or Sunday.

Canadian Dollar

New Year’s Day (1st January)      All Maturities
Good Friday   All Maturities
Easter Monday   All Maturities
Early May Bank Holiday   All Maturities
Victoria Day    Overnight Only
Spring Bank Holiday   All Maturities
Canada day     Overnight Only
Civic Holiday (early August)   Overnight Only
Summer Bank Holiday   All Maturities
Labour Day      Overnight Only
Thanksgiving Day    Overnight Only
Remembrance Day   Overnight Only
Christmas Day   All Maturities
Boxing Day (26th December)   All Maturities

Japanese Yen

New Year’s Day (1st January)       All Maturities
Good Friday   All Maturities
Easter Monday   All Maturities
Early May Bank Holiday   All Maturities
Spring Bank Holiday   All Maturities
Summer Bank Holiday   All Maturities
Christmas Day       All Maturities
Boxing Day (26th December)   All Maturities

Swiss Franc

New Year’s Day (1st January)   All Maturities
Good Friday   All Maturities
Easter Monday   All Maturities
Early May Bank Holiday   All Maturities
Spring Bank Holiday     All Maturities
Summer Bank Holiday   All Maturities
Christmas Day      All Maturities
Boxing Day (26th December)   All Maturities

Australian Dollar

New Year’s Day (1st January)   All Maturities
Good Friday   All Maturities
Easter Monday   All Maturities
Early May Bank Holiday   All Maturities
Spring Bank Holiday     All Maturities
Summer Bank Holiday   All Maturities
Christmas Day      All Maturities
Boxing Day (26th December)   All Maturities

Danish Krone

New Year’s Day (1st January)   All Maturities
Good Friday   All Maturities
Easter Monday   All Maturities
Early May Bank Holiday   All Maturities
Spring Bank Holiday     All Maturities
Summer Bank Holiday   All Maturities
Christmas Day      All Maturities
Boxing Day (26th December)   All Maturities

New Zealand Dollar

New Year’s Day (1st January)   All Maturities
Good Friday   All Maturities
Easter Monday   All Maturities
Early May Bank Holiday   All Maturities
Spring Bank Holiday     All Maturities
Summer Bank Holiday   All Maturities
Christmas Day      All Maturities
Boxing Day (26th December)   All Maturities

Swedish Krona

New Year’s Day (1st January)   All Maturities
Good Friday   All Maturities
Easter Monday   All Maturities
Early May Bank Holiday   All Maturities
Spring Bank Holiday     All Maturities
Summer Bank Holiday   All Maturities
Christmas Day      All Maturities
Boxing Day (26th December)   All Maturities
Fixing Calendar 2013
Fixing Calendar 2012
Fixing Calendar 2011
Fixing Calendar 2010
Fixing Calendar 2009
 
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