Page 8 - Barclays Bank (B)

Banks included in the Libor panel Bank
Currency
1. Bank of America USD
2. Bank of Tokyo-Mitsubishi UFJ USD, GBP, EUR, CHF, JPY
3. Barclays Bank USD, GBP, EUR, CHF, JPY
4. BNP Paribas SA USD, GBP
5. Citibank USD, GBP, EUR, CHF
6. Cooperatieve Rabobank USD, GBP, EUR
7. Crédit Agricole Corporate & USD, GBP, JPY
Investment Bank
8. Credit Suisse USD, EUR, CHF
9. Deutsche Bank USD, GBP, EUR, CHF, JPY
10. HSBC Bank USD, GBP, EUR, CHF, JPY
11. JPMorgan Chase Bank USD, GBP, EUR, CHF, JPY
12. Lloyds TSB Bank USD, GBP, EUR, CHF, JPY
13. Mizuho Bank GBP, EUR, JPY
14. Royal Bank of Canada USD, GBP, EUR
15. Royal Bank of Scotland USD, GBP, EUR, CHF, JPY
16. Santander UK GBP, EUR
17. Société Générale USD, GBP, EUR, CHF, JPY
18. Sumitomo Mitsui Banking USD, JPY
Corporation Europe Limited
19. The Norinchukin Bank USD, JPY
20. UBS USD, GBP, EUR, CHF, JPY

Table 1

Libor and Euribor are not single rates rather they provide variants of these benchmark rates
which were published each day. The rates were published for five currencies and seven
maturities for each currency (see Table 2). In 1986, the Libor initially fixed rates for three
currencies. These were the US dollar, British pound sterling and the Deutsche Mark. Over time
this grew to sixteen currencies. After a number of these currencies in 2000 merged into the
euro there remained ten currencies. Following reforms of 2013 Libor rates were calculated for 5
currencies.

Currencies and maturities of Libor currencies
Libor maturities
American dollar – USD Overnight (1 day)
British pound sterling – GBP 1 week
European Euro – EUR 1 month
Japanese Yen – JPY 2 months
Swiss franc - CHF 3 months
6 months
12 months

Table 2: Source, global-rates (2)