SOFR Mandated for clearing by the CFTC if swap residual term to maturity is between 7 days and 50 years. ZAR JIBAR Up to 31Y Not mandated for clearing by the CFTC. ZARONIA As set out more fully in our Rulebook, we accept a limited sub-set of Legacy LIBOR VNS contracts denominated in...
which eliminates a small specified percentage of the largest and smallest values before calculating the mean. For LIBOR, figures in the highest and lowest quartile are thrown out, and averaging is performed on the remaining numbers.4
SEKSTIBORUp to 31YMandated for clearing by the CFTC if swap residual term to maturity is between 28 days and 15 years, for IRS/ZC only. ZARJIBARUp to 31YNot mandated for clearing by the CFTC. As set out more fully in our Rulebook, we accept a limited sub-set of Legacy LIBOR IRS ...
Answer to: What is the difference between Weighted Average Call Rate (WACR) and Mumbai Interbank Offer Rate (MIBOR) in the context of Indian...
SOFR Mandated for clearing by the CFTC if swap residual term to maturity is between 7 days and 50 years. ZAR JIBAR Up to 31Y Not mandated for clearing by the CFTC. ZARONIA As set out more fully in our Rulebook, we accept a limited sub-set of Legacy LIBOR VNS contracts denominated in...