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Quick question about something that I am not clear about February 19 IMM date is 20th of February, if I want to find the fixing day for that date I would be looking at February 18th, in the US Feb 18th is holiday where it is a good business day in london... Should I look at London days and then US? why is the fixing day not the 15th of February?

Thanks. JD

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You look to the official calendar of ICE Libor publication. As an example from 2018: https://www.theice.com/publicdocs/LIBOR_Holiday_Calendar_2018.pdf

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