ICE LIBOR Holiday Calendar 2020
Date 01-Jan-2020 20-Jan-2020 17-Feb-2020 10-Apr-2020 13-Apr-2020 01-May-2020 08-May-2020 25-May-2020 31-Aug-2020 07-Sep-2020 12-Oct-2020 11-Nov-2020 26-Nov-2020 25-Dec-2020 28-Dec-2020
Day Wednesday
Monday Monday Friday Monday Friday Friday Monday Monday Monday Monday Wednesday Thursday Friday Monday
ICE LIBOR Holiday Calendar 2020
Holiday New Year's Day Martin Luther King's Birthday (USD) President's Day (USD)
Good Friday Easter Monday Labour Day ( EUR) VE Day 75th Anniversary Spring Bank Holiday Summer Bank Holiday Labour Day (USD) Columbus Day (USD) Veteran's Day (USD) Thanksgiving Day (USD) Christmas Day Boxing Day ( substitute day )
EUR USD
GBP CHF
JPY
O
O
O
O
O
P No O/N P
P
P
P No O/N P
P
P
O
O
O
O
O
O
O
O
O
O
No O/N P
P
P
P
O
O
O
O
O
O
O
O
O
O
O
O
O
O
O
P No O/N P
P
P
P No O/N P
P
P
P No O/N P
P
P
P No O/N P
P
P
O
O
O
O
O
O
O
O
O
O
Key
O
No maturities published
P No O/N
All maturities published
No Overnight maturity published (All other tenors published as normal)
ICE LIBOR Value Date Calendar 2020
This Fixing Calendar lists all fixing and corresponding value dates for ICE LIBOR over 2020
Each currency and maturity follows a particular value date convention, which are summarised below:
Currency
EUR
USD GBP JPY CHF
Tenor
O/N 1W - 12M
O/N 1W - 12M
All All All
Value Date Convention
T + 0 T + 2 T + 0 T + 2 T + 0 T + 2 T + 2
- For maturities with a T+0 convention, the value date will fall on the same day as the trade date.
- For maturities with a T+2 convention, the value date will fall two London business days after the trade date. If this subsequent date is a market holiday, the value date will roll onto the next date which is a normal business day both in London and in the principal financial centre of the relevant currency.
Week Number
PLEASE NOTE: The Fixings Calendar has been assembled using all reasonable skill and care; however, ICE Benchmark
Administration Ltd. does not accept any responsibility or liability for its accuracy.
2020
Value Dates
January
O/N
EUR 1W - 12M
O/N
USD 1W - 12M
GBP
JPY
CHF
All Maturities All Maturities All Maturities
1
01/01/2020 No Publication No Publication No Publication No Publication No Publication No Publication No Publication
02/01/2020 02/01/2020
06/01/2020
02/01/2020
06/01/2020
02/01/2020 06/01/2020 06/01/2020
03/01/2020 03/01/2020
07/01/2020
03/01/2020
07/01/2020
03/01/2020 07/01/2020 07/01/2020
04/01/2020 05/01/2020
WEEKEND
06/01/2020 06/01/2020
08/01/2020
06/01/2020
08/01/2020
06/01/2020 08/01/2020 08/01/2020
07/01/2020 07/01/2020
09/01/2020
07/01/2020
09/01/2020
07/01/2020 09/01/2020 09/01/2020
2
08/01/2020 08/01/2020
10/01/2020
08/01/2020
10/01/2020
08/01/2020 10/01/2020 10/01/2020
09/01/2020 09/01/2020
13/01/2020
09/01/2020
13/01/2020
09/01/2020 14/01/2020 13/01/2020
10/01/2020 10/01/2020
14/01/2020
10/01/2020
14/01/2020
10/01/2020 14/01/2020 14/01/2020
11/01/2020 12/01/2020
WEEKEND
13/01/2020 13/01/2020
15/01/2020
13/01/2020
15/01/2020
13/01/2020 15/01/2020 15/01/2020
14/01/2020 14/01/2020
16/01/2020
14/01/2020
16/01/2020
14/01/2020 16/01/2020 16/01/2020
3
15/01/2020 15/01/2020
17/01/2020
15/01/2020
17/01/2020
15/01/2020 17/01/2020 17/01/2020
16/01/2020 16/01/2020
20/01/2020
16/01/2020
21/01/2020
16/01/2020 20/01/2020 20/01/2020
17/01/2020 17/01/2020
21/01/2020
17/01/2020
21/01/2020
17/01/2020 21/01/2020 21/01/2020
18/01/2020 19/01/2020
WEEKEND
20/01/2020 20/01/2020
22/01/2020 No Publication 22/01/2020
20/01/2020 22/01/2020 22/01/2020
21/01/2020 21/01/2020
23/01/2020
21/01/2020
23/01/2020
21/01/2020 23/01/2020 23/01/2020
4
22/01/2020 22/01/2020
24/01/2020
22/01/2020
24/01/2020
22/01/2020 24/01/2020 24/01/2020
23/01/2020 23/01/2020
27/01/2020
23/01/2020
27/01/2020
23/01/2020 27/01/2020 27/01/2020
24/01/2020 24/01/2020
28/01/2020
24/01/2020
28/01/2020
24/01/2020 28/01/2020 28/01/2020
25/01/2020 26/01/2020
WEEKEND
27/01/2020 27/01/2020
29/01/2020
27/01/2020
29/01/2020
27/01/2020 29/01/2020 29/01/2020
28/01/2020 28/01/2020
30/01/2020
28/01/2020
30/01/2020
28/01/2020 30/01/2020 30/01/2020
5
29/01/2020 29/01/2020
31/01/2020
29/01/2020
31/01/2020
29/01/2020 31/01/2020 31/01/2020
30/01/2020 30/01/2020
03/02/2020
30/01/2020
03/02/2020
30/01/2020 03/02/2020 03/02/2020
31/01/2020 31/01/2020
04/02/2020
31/01/2020
04/02/2020
31/01/2020 04/02/2020 04/02/2020
01/02/2020 02/02/2020
WEEKEND
NOTE (1): All maturities for GBP have a value date
convention of T+0; therefore, no column for '1W - 12M' is
shown for this currency.
NOTE (2): All maturities for JPY and CHF have value dates that are T+2 relative
to the publication date (unless altered by a public
holiday).
03/02/2020 03/02/2020
05/02/2020
03/02/2020
05/02/2020
03/02/2020 05/02/2020 05/02/2020
04/02/2020 04/02/2020
06/02/2020
04/02/2020
06/02/2020
04/02/2020 06/02/2020 06/02/2020
6
05/02/2020 05/02/2020
07/02/2020
05/02/2020
07/02/2020
05/02/2020 07/02/2020 07/02/2020
06/02/2020 06/02/2020
10/02/2020
06/02/2020
10/02/2020
06/02/2020 10/02/2020 10/02/2020
07/02/2020 07/02/2020
11/02/2020
07/02/2020
11/02/2020
07/02/2020 12/02/2020 11/02/2020
08/02/2020 09/02/2020
WEEKEND
10/02/2020 10/02/2020
12/02/2020
10/02/2020
12/02/2020
10/02/2020 12/02/2020 12/02/2020
11/02/2020 11/02/2020
13/02/2020
11/02/2020
13/02/2020
11/02/2020 13/02/2020 13/02/2020
7
12/02/2020 12/02/2020
14/02/2020
12/02/2020
14/02/2020
12/02/2020 14/02/2020 14/02/2020
13/02/2020 13/02/2020
17/02/2020
13/02/2020
18/02/2020
13/02/2020 17/02/2020 17/02/2020
14/02/2020 14/02/2020
18/02/2020
14/02/2020
18/02/2020
14/02/2020 18/02/2020 18/02/2020
15/02/2020 16/02/2020
WEEKEND
17/02/2020 17/02/2020
19/02/2020 No Publication 19/02/2020
17/02/2020 19/02/2020 19/02/2020
18/02/2020 18/02/2020
20/02/2020
18/02/2020
20/02/2020
18/02/2020 20/02/2020 20/02/2020
8
19/02/2020 19/02/2020
21/02/2020
19/02/2020
21/02/2020
19/02/2020 21/02/2020 21/02/2020
20/02/2020 20/02/2020
24/02/2020
20/02/2020
24/02/2020
20/02/2020 25/02/2020 24/02/2020
21/02/2020 21/02/2020
25/02/2020
21/02/2020
25/02/2020
21/02/2020 25/02/2020 25/02/2020
22/02/2020 23/02/2020
WEEKEND
24/02/2020 24/02/2020
26/02/2020
24/02/2020
26/02/2020
24/02/2020 26/02/2020 26/02/2020
25/02/2020 25/02/2020
27/02/2020
25/02/2020
27/02/2020
25/02/2020 27/02/2020 27/02/2020
9
26/02/2020 26/02/2020
28/02/2020
26/02/2020
28/02/2020
26/02/2020 28/02/2020 28/02/2020
27/02/2020 27/02/2020
02/03/2020
27/02/2020
02/03/2020
27/02/2020 02/03/2020 02/03/2020
28/02/2020 28/02/2020
03/03/2020
28/02/2020
03/03/2020
28/02/2020 03/03/2020 03/03/2020
29/02/2020 01/03/2020
WEEKEND
02/03/2020 02/03/2020
04/03/2020
02/03/2020
04/03/2020
02/03/2020 04/03/2020 04/03/2020
03/03/2020 03/03/2020
05/03/2020
03/03/2020
05/03/2020
03/03/2020 05/03/2020 05/03/2020
10
04/03/2020 04/03/2020
06/03/2020
04/03/2020
06/03/2020
04/03/2020 06/03/2020 06/03/2020
05/03/2020 05/03/2020
09/03/2020
05/03/2020
09/03/2020
05/03/2020 09/03/2020 09/03/2020
06/03/2020 06/03/2020
10/03/2020
06/03/2020
10/03/2020
06/03/2020 10/03/2020 10/03/2020
07/03/2020 08/03/2020
WEEKEND
09/03/2020 09/03/2020
11/03/2020
09/03/2020
11/03/2020
09/03/2020 11/03/2020 11/03/2020
10/03/2020 10/03/2020
12/03/2020
10/03/2020
12/03/2020
10/03/2020 12/03/2020 12/03/2020
11
11/03/2020 11/03/2020
13/03/2020
11/03/2020
13/03/2020
11/03/2020 13/03/2020 13/03/2020
12/03/2020 12/03/2020
16/03/2020
12/03/2020
16/03/2020
12/03/2020 16/03/2020 16/03/2020
13/03/2020 13/03/2020
17/03/2020
13/03/2020
17/03/2020
13/03/2020 17/03/2020 17/03/2020
14/03/2020
WEEKEND
15/03/2020
WEEKEND
16/03/2020 16/03/2020
18/03/2020
16/03/2020
18/03/2020
16/03/2020 18/03/2020 18/03/2020
17/03/2020 17/03/2020
19/03/2020
17/03/2020
19/03/2020
17/03/2020 19/03/2020 19/03/2020
12
18/03/2020 18/03/2020
20/03/2020
18/03/2020
20/03/2020
18/03/2020 23/03/2020 20/03/2020
19/03/2020 19/03/2020
23/03/2020
19/03/2020
23/03/2020
19/03/2020 23/03/2020 23/03/2020
20/03/2020 20/03/2020
24/03/2020
20/03/2020
24/03/2020
20/03/2020 24/03/2020 24/03/2020
21/03/2020 22/03/2020
WEEKEND
23/03/2020 23/03/2020
25/03/2020
23/03/2020
25/03/2020
23/03/2020 25/03/2020 25/03/2020
24/03/2020 24/03/2020
26/03/2020
24/03/2020
26/03/2020
24/03/2020 26/03/2020 26/03/2020
13
25/03/2020 25/03/2020
27/03/2020
25/03/2020
27/03/2020
25/03/2020 27/03/2020 27/03/2020
26/03/2020 26/03/2020
30/03/2020
26/03/2020
30/03/2020
26/03/2020 30/03/2020 30/03/2020
27/03/2020 27/03/2020
31/03/2020
27/03/2020
31/03/2020
27/03/2020 31/03/2020 31/03/2020
28/03/2020 29/03/2020
WEEKEND
30/03/2020 30/03/2020
01/04/2020
30/03/2020
01/04/2020
30/03/2020 01/04/2020 01/04/2020
31/03/2020 31/03/2020
02/04/2020
31/03/2020
02/04/2020
31/03/2020 02/04/2020 02/04/2020
14
01/04/2020 01/04/2020
03/04/2020
01/04/2020
03/04/2020
01/04/2020 03/04/2020 03/04/2020
02/04/2020 02/04/2020
06/04/2020
02/04/2020
06/04/2020
02/04/2020 06/04/2020 06/04/2020
03/04/2020 03/04/2020
07/04/2020
03/04/2020
07/04/2020
03/04/2020 07/04/2020 07/04/2020
04/04/2020 05/04/2020
WEEKEND
06/04/2020 06/04/2020
08/04/2020
06/04/2020
08/04/2020
06/04/2020 08/04/2020 08/04/2020
07/04/2020 07/04/2020
09/04/2020
07/04/2020
09/04/2020
07/04/2020 09/04/2020 09/04/2020
15
08/04/2020 08/04/2020
14/04/2020
08/04/2020
14/04/2020
08/04/2020 14/04/2020 14/04/2020
09/04/2020 09/04/2020
15/04/2020
09/04/2020
15/04/2020
09/04/2020 15/04/2020 15/04/2020
10/04/2020 No Publication No Publication No Publication No Publication No Publication No Publication No Publication
11/04/2020 12/04/2020
WEEKEND
13/04/2020 No Publication No Publication No Publication No Publication No Publication No Publication No Publication
14/04/2020 14/04/2020
16/04/2020
14/04/2020
16/04/2020
14/04/2020 16/04/2020 16/04/2020
16
15/04/2020 15/04/2020
17/04/2020
15/04/2020
17/04/2020
15/04/2020 17/04/2020 17/04/2020
16/04/2020 16/04/2020
20/04/2020
16/04/2020
20/04/2020
16/04/2020 20/04/2020 20/04/2020
17/04/2020 17/04/2020
21/04/2020
17/04/2020
21/04/2020
17/04/2020 21/04/2020 21/04/2020
18/04/2020 19/04/2020
WEEKEND
20/04/2020 20/04/2020
22/04/2020
20/04/2020
22/04/2020
20/04/2020 22/04/2020 22/04/2020
21/04/2020 21/04/2020
23/04/2020
21/04/2020
23/04/2020
21/04/2020 23/04/2020 23/04/2020
17
22/04/2020 22/04/2020
24/04/2020
22/04/2020
24/04/2020
22/04/2020 24/04/2020 24/04/2020
23/04/2020 23/04/2020
27/04/2020
23/04/2020
27/04/2020
23/04/2020 27/04/2020 27/04/2020
24/04/2020 24/04/2020
28/04/2020
24/04/2020
28/04/2020
24/04/2020 28/04/2020 28/04/2020
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