Dollar Libor reprieve sparks fallback uncertainty

Robert Mackenzie Smith
01 Dec 2020

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An 18-month reprieve for the most popular US dollar Libor settings is creating new confusion over when a fallback rate will be set for contracts that must be forcibly switched over when the benchmark is finally discontinued.

Ice Benchmark Administration said on November 30 that it will consult on ending little-used one-week and two-month dollar Libor settings after the end of 2021 – in line with plans for other currency/tenor pairs. Five remaining tenors, including prominent one- and three

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