IsdaFIX will now be calculated using real quotes from trading venues
The ICE Benchmark
Administration (IBA) has said it will introduce on February 16
a new calculation methodology for IsdaFIX based on
quotes from trading venues.
administrator, a subsidiary of Intercontinental Exchange (ICE),
said it was changing the calculation methodology from one based
on inputs from a panel of banks to one based on tradeable
quotes displayed on trading venues.
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