STIBOR Transparency Indicators Report – March 2024

Transparency Reports

The Swedish Financial Benchmark Facility has today published its STIBOR Transparency Indicators Report (TIR) covering March 2024. 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

Click here to access the monthly STIBOR Transparency Indicators Reports.