STIBOR Transparency Indicators Report – August 2022
The Swedish Financial Benchmark Facility has today published its STIBOR Transparency Indicators Report (TIR) covering August 2022. The report contains 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
UPDATE MADE TO HISTORICAL STIBOR® TRANSPARENCY INDICATORS REPORTS
For your information. On back of user feedback SFBF is revising the presentation of the currency break down to reflect the currency of the initial transaction used for L2.2. SFBF has therefor updated the historical TIR’s to reflect this revision. The historical TIR’s affected and updated are; February, March, April, May and June 2022. The revised and updated TIR’s have been made available via the SFBF website.
Please note that as of July 2022 the table of the currency break down only includes the revised presentation model.
Click here to access the monthly STIBOR Transparency Indicators Reports. The publication of the STIBOR Transparency Indicators Report meets requirements of the EU Benchmarks Regulation (BMR) and recommendations under the IOSCO Principles.