ICE Benchmark Administration Publishes Feedback Statement on the Consultation on the Potential Cessation of ICE Swap Rate® based on GBP LIBOR®
USD LIBOR ICE Swap Rate, EUR ICE Swap Rate or GBP SONIA ICE Swap Rate), after December 31, 2021, or any other date.
- USD LIBOR ICE Swap Rate, EUR ICE Swap Rate or GBP SONIA ICE Swap Rate), after December 31, 2021, or any other date.
- GBP SONIA ICE Swap Rate settings are available for the same tenors and at the same time as the current GBP LIBOR ICE Swap Rate settings, and are determined using the published ICE Swap Rate Waterfall methodology based on eligible interest rate swap data referencing SONIA.
- GBP SONIA Spread-Adjusted ICE Swap Rate Beta settings are available here for information purposes only, alongside GBP SONIA ICE Swap Rate settings.
- ICE LIBOR, LIBOR, ICE Swap Rate and ICE Benchmark Administration are registered trademarks of IBA and/or its affiliates.