SGD SORA Basis Swaps (RFR)
Wed, 01 Sep 2021 2:11 pm
Following regulatory mandates from the Monetary Authority of Singapore (MAS) and the Steering Committee (SC-STS), Fenics Market Data has released the latest additions to our alternative reference rates offering, 1M and 3M SOR v. SORA Basis Swaps.These new IDB regulatory requirements are part of a larger push by regulators to create a roadmap for the IBOR transition and to speed up ARR adoption by traders.
Timeline to cease issuance of SOR, SIBOR:
SOR discontinuation by end of June 2023 SIBOR discontinuation by end of 2024
Datasets
1M SOR v SORA Basis Swaps (up to 30Y) 3M SOR v SORA Basis Swaps (up to 30Y)
Data Package(s):
Fenics Market Data RFR & OIS BGC Swapsight
For more information on our market data or services, please contact your Fenics Market Data representative or email [email protected].

FENICS MARKET DATA
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