Please find below a link to a fixing and value date calender for BBA LIBOR over the coming christmas period where W stands for Week and M stands for Month.

The only days that BBA LIBOR is not fixed for are:

• 25 December 08
• 26 December 08
• 1st January 09

These three days are the only days where LIBOR rates for all currencies are not fixed and value dates cannot fall on.