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].