SONIA options go live at ICE

Cumulative contract volume for one month and three-month SONIA at ICE has reached more than £13 trillion notional as it launches SONIA options.

ICE adds Tradeweb data to SONIA rate methodology

The Tradeweb data will be added to the waterfall methodology of ICE Term SONIA reference rates for expected SONIA rates over one, three, and six-month tenor periods.