Reuters Screen LIBOR01

Example Definitions of "Reuters Screen LIBOR01"
Reuters Screen LIBOR01. The display designated on page LIBOR01 on Reuters Page or such other service as may be nominated by the British Bankers' Association as the information vendor for the purpose of displaying British Bankers' Association interest settlement rates for Yen deposits or, in the absence of such availability, by reference to the average of the rates at which three major banks designated by the Bank are offered Yen deposits at or about 11:00 a.m. two Business Days prior to the beginning of such Interest... Period in the interbank eurodollar market. View More Arrow
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