All posts tagged "benchmark"
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380Market InfrastructureLCH Extends Central Clearing for SORA Derivatives to 31 Years
The extension will encourage further development of the SORA derivatives market and deepen liquidity in longer tenors of SORA OIS.
June 21, 2022 -
227Australia & NZASX Consults on Fallbacks for 90 Day Bank Bill Futures
ASX says the inclusion of fallback provisions in contractual documentation will provide contractual and risk management certainty.
June 16, 2022 -
515MalaysiaBNM Launches Shariah-compliant Benchmark Rate, MYOR-i
The establishment of MYOR-i as the Islamic benchmark rate will be a catalyst in driving Islamic financial product innovation, BNM says.
March 28, 2022 -
334InternationalIBA Launches ICE Term SOFR Reference Rates
The launch of ICE Term SOFR provides certainty when borrowers and lenders calculate their interest expenses and other contractual payments in advance.
March 18, 2022 -
517Market InfrastructureUPDATED – US LIBOR Legislation Advances in Omnibus Bill
The bill is based on legislation that passed the House in December, and is similar to a law enacted by New York state and others in the past year.
March 11, 2022 -
505Hong KongHang Seng Indexes Company Proposes to Create New China Index
The proposed index would be comprised of HSCEI constituents as well as some A-shares, according to the consultation paper.
February 23, 2022 -
648JapanRefinitiv Revises Tokyo Swap Rate Methodology for TIBOR Swaps
The fallback procedure has been updated to allow publication based on Tokyo Swap Rate (for swaps referencing TONA) plus a spread adjustment.
February 5, 2022 -
478Japan
Refinitiv Set to Launch Tokyo Swap Rate Fallback
The Tokyo Swap Rate Fallback is based on a static spread adjustment and the Tokyo Swap Rate (for swaps referencing TONA), which was launched in October.
December 13, 2021 -
620ESG / SustainabilityLSEG, JPX to Develop Climate Indices for Japan Equity Market
The new indices will enable investors to reallocate capital based on the climate credentials and carbon performance of the constituent companies in the index.
November 8, 2021 -
332EnforcementCFTC Pays Record-breaking $200m Whistleblower Award
The award is the largest whistleblower payout on record, and for the first time includes an amount based on sanctions collected by a foreign regulator.
October 25, 2021
