Fixed Income 08/13 2013-03-01
In an effort to meet the changes that are expected as Calculating agent of Stibor, NASDAQ OMX will from Monday 4/3 remove 9 month and 12 month Stibor fixings. Stibor-banks will publish Stibor rates for maturities T/N to 6 months and indicative rates for Swedish Commercial Papers for maturities 1, 2 and 3 months. Individual Stibor contributions, fixing and Commercial Paper rates will be published at 11:00 CET visible at: http://www.nasdaqomx.com/trading/instruments/fixedincome/sweden/stiborswaptreasuryfixing/
| Stibor | Commercial Papers | |||||
| STIF_TN_GF | STIF TN GF | SE0000953184 | DDBBC_1M | DDBBC 1M | XX0008978132 | |
| STIF_1W_GF | STIF 1W GF | XX0000000114 | DDBBC_2M | DDBBC 2M | XX0008978133 | |
| STIF_1M_GF | STIF 1M GF | XX0000000115 | DDBBC_3M | DDBBC 3M | XX0008978134 | |
| STIF_2M_GF | STIF 2M GF | XX0000000116 | NORBC_1M | NORBC 1M | XX0008978135 | |
| STIF_3M_GF | STIF 3M GF | XX0000000117 | NORBC_2M | NORBC 2M | XX0008978136 | |
| STIF_6M_GF | STIF 6M GF | XX0000000118 | NORBC_3M | NORBC 3M | XX0008978137 | |
| SEBBC_1M | SEBBC 1M | XX0008978123 | ||||
| SEBBC_2M | SEBBC 2M | XX0008978124 | ||||
| SEBBC_3M | SEBBC 3M | XX0008978125 | ||||
| SHBBC_1M | SHBBC 1M | XX0008978129 | ||||
| SHBBC_2M | SHBBC 2M | XX0008978130 | ||||
| SHBBC_3M | SHBBC 3M | XX0008978131 | ||||
| SWBBC_1M | SWBBC 1M | XX0008978126 | ||||
| SWBBC_2M | SWBBC 2M | XX0008978127 | ||||
| SWBBC_3M | SWBBC 3M | XX0008978128 | ||||
The New framework for Stibor is described on the Swedish Banker’s Association’s webpage: http://www.swedishbankers.se/web/bf.nsf/$all/E54E88F19057DCFDC1257AD400323DB9?open
For questions or comments, please contact:
Fredrik von Platen Peter Danielsson
fredrik.vonplaten@nasdaqomx.com peter.danielsson@nasdaqomx.com
+46 8 405 6439 +46 8 405 6387
Fixed Income Markets Fixed Income Markets
