STIBOR Transparency Indicators Report – September 2023
The Swedish Financial Benchmark Facility has today published its STIBOR Transparency Indicators Report (TIR) covering September 2023. 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.