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