Refinitiv introduces regulated Tokyo Swap Rate for swaps referencing TONA
Refinitiv launches regulated Tokyo Swap Rate for swaps referencing TONA to facilitate industry transition from LIBOR.
LIBOR
FCA unveils arrangements for orderly LIBOR wind-down at end-2021
The FCA will require the LIBOR benchmark administrator to publish these settings under a “synthetic” methodology in 2022.
IBA launches ICE RFR Indexes for USD, EUR and JPY
ICE Benchmark Administration launches ICE RFR Indexes in U.S. Dollar (SOFR), Euro (€STR) and Japanese Yen (TONA).
FCA consults on use of synthetic LIBOR for GBP and JPY settings
FCA consults on proposed decision to require synthetic LIBOR for 6 sterling and Japanese yen settings.
FCA encourages market participants to switch to SOFR
The FCA encourages liquidity providers in the US dollar linear interest rate swaps market to adopt new trading conventions based on SOFR.
ASIC urges firms to accelerate active conversion of legacy LIBOR contracts
ASIC expects Australian institutions to cease the use of LIBOR in new contracts before the end of 2021.
ARRC selects Refinitiv to publish its spread adjustment rates for cash products
ARRC has selected Refinitiv to publish its recommended spread adjustments and spread-adjusted rates for cash products.
Deutsche Bank secures Court approval of settlement in LIBOR manipulation case
Deutsche Bank has reached another settlement in a lawsuit about alleged manipulation of U.S. Dollar LIBOR.
FCA unveils schedule for cessation of LIBOR benchmarks
The FCA announces that publication of most LIBOR settings will cease immediately after December 31, 2021.
SNB to exclude Libor-based floating-rate notes from list of collateral eligible for repos at end-2021
SNB is supporting market participants in the transition from Libor to new and more robust reference rates such as SARON.
