ICE Benchmark Admin Preps Calculation Switch for ISDAFIX Rate

Officials say new methodology will "ensure market confidence" in the integrity of ISDAFIX benchmark.


The International Swaps and Derivatives Association appointed ICE Benchmark Administration to run the ISDAFIX benchmark─which represents average mid-market swap rates for euros, British pounds sterling and US dollars, and is used by market participants as a reference price for floating-rate bonds, and to price and settle derivatives contracts─in April last year (IMD, April 30, 2014), and IBA took over calculation duties on Aug. 1 (IMD, Aug. 4, 2014).

IBA's new calculation methodology will move f

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