Intercontinental Exchange: ICE Benchmark Administration Launches GBP SONIA Spread-Adjusted ICE Swap Rate 'Beta' Settings
Intercontinental Exchange: ICE Benchmark Administration Launches GBP SONIA Spread-Adjusted ICE Swap Rate 'Beta' Settings 'Beta' settings. IBA is publishing daily, indicative GBP SONIA Spread-Adjusted ICE Swap Rate 'Beta' settings for an initial testing period. The settings are designed to support the market in transitioning non-linear derivatives, structured products and cash market instruments that currently reference GBP LIBOR ICE Swap Rate. GBP SONIA Spread-Adjusted ICE Swap Rate 'Beta' settings are available here, alongside GBP SONIA ICE Swap Rate. The 'Beta' settings are published for ...