Data and Analysis
Transparency
STIBOR® Transparency Indicators Report
SFBF publishes a Transparency Indicators Report (‘TIR’) monthly 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. The data is freely available for non-commercial use.
Erroneous Input Data Report
As per the recommendations made in the IOSCO Principles, benchmark methodologies should include “procedures for dealing with error reports, including when a revision of a benchmark would be applicable”.
Given the criticality of STIBOR, we recognise that any potential erroneous input data could impact financial contracts. Therefor, SFBF has set out a process for reporting and publishing erroneous input data at regular intervals for full transparency.
Historical Data
STIBOR Rates from 1987 -> now
Would you need access to historical STIBOR rates spanning from 1987 to present day? We have made this, and other historical data, available for your non-commercial use. Please note that you will need to register with us, free of charge, to enable access.
STIBOR Statistics Averages 2013 -> now
Would you need access to calculated STIBOR averages spanning from 2013 to present day? We have made this, and other historical data, available for your non-commercial use. Please note that you will need to register with us, free of charge, to enable access.
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