The Swedish Financial Benchmark Facility has today published its STIBOR Transparency Indicators Report containing the following aggregated anonymised indicators to provide transparency in the determination of STIBOR.
- Contribution levels broken down by STIBOR® tenor
- Aggregate notional volumes of transactions
- Counterparty sectors’ share of volume
- Bid to Offer Spread (BOS)
- Transactions: currency break down
The publication of the STIBOR Transparency Indicators Report meets requirements of the EU Benchmarks Regulation (BMR) and recommendations under the IOSCO Principles.
Click here to access the monthly STIBOR Transparency Indicators Reports.