Publication of 24 LIBOR settings has ceased, and starting today, the 6 most commonly used sterling and Japanese yen settings will be published using a revised methodology.
The LIBOR settings that have ended are:
- all euro and Swiss franc LIBOR settings
- the overnight / spot next, 1-week, 2-month and 12-month sterling and Japanese yen LIBOR settings
- the 1-week and 2-month US dollar LIBOR settings
Click here to read the latest publication by the Financial Conduct Authority in full.