ICE launches testing of non-linear SONIA swap rates

17th May, 2021

Wendy Lisney
London gig

The spread-adjusted rates are designed to support the transition of Libor-linked non-linear derivatives to SONIA

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP

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