Libor end date confirmed as 31 December
FCA has confirmed all Libor settings will cease immediately on 31 December for major currencies as firms are urged to complete transition plans.
Tag: ICE Benchmark Administration
ICE Benchmark Association launches beta SONIA indexes for UK testing
The Indexes provide a daily value for accrued compound SONIA interest relative to the first day value of 100 on the date when the Bank of England took responsibility for SONIA.
ICE Benchmark Association launches official SONIA benchmark following beta trial
The ICE Term SONIA Reference Rates (ICE TSRR) can now be used as a benchmark for use in financial instruments as firms look to end their reliance on LIBOR.
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.
ICE Benchmark Administration to consult on ceasing publication of Libor
The ICE benchmark administrator will consult on intentions to stop publication of all GBP, EUR, CHF, and JPY Libor settings after December next year.
ICE launches beta version of SONIA reference rates
ICE Benchmark Administration has started publishing beta term SONIA rates for testing, using data from BGC, TP ICAP, and Tradition’s Trad-X central limit order books.
ICE reshuffles leadership as European futures president retires
ICE names new presidents of ICE Futures Europe, ICE Clear Europe and ICE Benchmark Administration businesses.