3-month U.S. dollar LIBOR

E74439

interbank offered rate interest rate benchmark reference rate

3-month U.S. dollar LIBOR is a benchmark interest rate indicating the average rate at which major global banks are willing to lend U.S. dollars to one another for a three-month term in the London interbank market.

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All labels observed (3)

Label	Occurrences
3-month U.S. dollar LIBOR canonical	1
U.S. dollar LIBOR	1
USD LIBOR	1

Statements (47)

Predicate	Object
instanceOf	interbank offered rate ⓘ interest rate benchmark ⓘ reference rate ⓘ
administeredBy	ICE ⓘ surface form: ICE Benchmark Administration
associatedWith	panel banks ⓘ
basedOn	London interbank market ⓘ unsecured interbank lending ⓘ
calculationMethod	trimmed average of submitted rates ⓘ
currency	US dollar ⓘ surface form: USD
denominatedIn	US dollar ⓘ surface form: United States dollar
describes	average rate at which major global banks are willing to lend U.S. dollars to one another for three months ⓘ
geographicContext	London, England ⓘ surface form: London
linkedTo	LIBOR transition ⓘ
marketSegment	money market ⓘ
maturityType	short-term ⓘ
partOf	LIBOR ⓘ
phaseOutDrivenBy	benchmark reform ⓘ manipulation scandals ⓘ
previouslyAdministeredBy	British Bankers' Association ⓘ
quotedAs	annualized interest rate ⓘ
quotedOn	business days ⓘ
regulatorJurisdiction	United Kingdom ⓘ
regulatoryBody	Financial Conduct Authority ⓘ surface form: UK Financial Conduct Authority
riskProfile	unsecured credit risk ⓘ
role	key global funding benchmark for U.S. dollars ⓘ
submissionBasis	banks’ estimates of borrowing costs ⓘ
successorBenchmark	CME Term SOFR ⓘ SOFR ⓘ
tenor	3 months ⓘ
timeHorizon	three-month interbank loans ⓘ
underlyingTransactionType	unsecured wholesale funding ⓘ
usedAs	benchmark for short-term U.S. dollar funding costs ⓘ proxy for bank funding conditions ⓘ reference for resetting coupon payments ⓘ
usedBy	asset managers ⓘ banks ⓘ corporations ⓘ governments ⓘ
usedIn	corporate loans ⓘ derivatives pricing ⓘ floating-rate loans ⓘ floating-rate notes ⓘ interest rate caps ⓘ interest rate floors ⓘ interest rate swaps ⓘ mortgage contracts ⓘ syndicated loans ⓘ

How these facts were elicited

The pipeline generated the facts above by prompting gpt-5.1 with this entity's name + description and the instruction below.

Instruction

You are a knowledge base construction expert. Given a subject entity and a description of it, return factual statements that you know for the subject as a JSON list of dictionaries(triples), where keys must be "subject", "predicate" and "object". The number of facts may be very high, between 25 to 50 or more, for very popular subjects. For less popular subjects, the number of facts can be very low, like 5 or 10.

# Requirements
- If you don't know the subject at all, return an empty list.
- If the subject is not a named entity, return an empty list.
- Include at least one triple where predicate is "instanceOf".
- Do not get too wordy.
- Separate several objects into multiple triples with one object.

Input

Subject: 3-month U.S. dollar LIBOR
Description of subject: 3-month U.S. dollar LIBOR is a benchmark interest rate indicating the average rate at which major global banks are willing to lend U.S. dollars to one another for a three-month term in the London interbank market.

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Eurodollar futures → underlyingReference → 3-month U.S. dollar LIBOR ⓘ

Eurodollar time deposits → linkedBenchmarkHistorically → 3-month U.S. dollar LIBOR ⓘ

this entity surface form: U.S. dollar LIBOR

SOFR → primaryReplacementFor → 3-month U.S. dollar LIBOR ⓘ

this entity surface form: USD LIBOR