Fixing Calendar

Please find four fixing calendars below that show the fixing and equivalent value dates for throughout 2009, 2010, 2011 and 2012. 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

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