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. 

 

Click here to access the STIBOR® Transparency Indicators Reports.

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.

 

Click here to access the STIBOR Erroneous Input Data Reports.

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.

Historical Data for Research and Non-Commercial Purposes

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.

Historical Data for Research and Non-Commercial Purposes

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