3-month U.S. dollar LIBOR
E74439
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.
All labels observed (3)
| Label | Occurrences |
|---|---|
| 3-month U.S. dollar LIBOR canonical | 1 |
| U.S. dollar LIBOR | 1 |
| USD LIBOR | 1 |
How this entity was disambiguated
This entity first appeared as the object of triple T594304 — resolving that mention is where its identity was fixed. The disambiguator weighed these candidate entities and picked the highlighted one (or “None”, minting a new entity). This is how homonymy is resolved: the same surface form can point to different entities.
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: 3-month U.S. dollar LIBOR Context triple: [Eurodollar futures, underlyingReference, 3-month U.S. dollar LIBOR]
-
A.
Eurodollar futures
Eurodollar futures are interest rate futures contracts based on U.S. dollar deposits held outside the United States, widely used to hedge or speculate on short-term dollar interest rates.
-
B.
Fed funds futures
Fed funds futures are exchange-traded derivatives that allow market participants to hedge or speculate on the future level of the U.S. federal funds interest rate.
-
C.
US dollar
The US dollar is the official currency of the United States and the world’s primary reserve currency used widely in global trade and finance.
-
D.
Pound sterling
The pound sterling is the official currency of the United Kingdom and one of the world’s oldest continuously used monetary units.
-
E.
Exchange Rate Mechanism
The Exchange Rate Mechanism was a European monetary system designed to reduce exchange rate variability and achieve monetary stability in preparation for the Economic and Monetary Union and the eventual adoption of the euro.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: 3-month U.S. dollar LIBOR Target entity description: 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.
-
A.
Eurodollar futures
Eurodollar futures are interest rate futures contracts based on U.S. dollar deposits held outside the United States, widely used to hedge or speculate on short-term dollar interest rates.
-
B.
Fed funds futures
Fed funds futures are exchange-traded derivatives that allow market participants to hedge or speculate on the future level of the U.S. federal funds interest rate.
-
C.
US dollar
The US dollar is the official currency of the United States and the world’s primary reserve currency used widely in global trade and finance.
-
D.
Pound sterling
The pound sterling is the official currency of the United Kingdom and one of the world’s oldest continuously used monetary units.
-
E.
Exchange Rate Mechanism
The Exchange Rate Mechanism was a European monetary system designed to reduce exchange rate variability and achieve monetary stability in preparation for the Economic and Monetary Union and the eventual adoption of the euro.
- F. None of above. chosen
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.
this entity surface form:
U.S. dollar LIBOR
this entity surface form:
USD LIBOR