Several MBS sources reported a rumor last week that the British Bankers' Association (BBA), the organization that sets rate fixings which determine the final settlement price for Eurodollar and LIBOR futures contracts, was considering changing its published Libor fixings to LIMEAN (London Interbank Mean) fixings, from now on.

Sources said that if this is true, it could have important ramifications for swap-contract pricing.

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