LIBOR alternative risk-free rates in our products
To support you in the transition from LIBOR to the alternative risk-free rates, we have created an overview on the instruments that will be available and where to find the information you need in our products.
- We have created a new page called “LIBOR alternative risk-free rates” in our products where you can find all the LIBOR alternative risk-free rates, average historical rates and swaps.
In Infront Professional Terminal, you can find the page by searching “LIBOR alternative risk-free rates”
In Investment Manager and Market Manager you can find the “LIBOR alternative risk-free rates” on page number 1836
Overview of available data:
- Risk-free rates: we will have all LIBOR alternative risk-free rates available in all our products in early Q3 2021. These rates are: €STR, GBP SONIA, CHF SARON, USD SOFR & JPY TONAR.
- Average rates based on the risk-free rates are available directly from the source for €STR, SARON and SOFR. We will also create compounded rates for SONIA and TONAR by end of Q3.
- Overnight Index Swaps: We currently cover OIS for SONIA, SARON and TONAR. €STR and SOFR swaps will be available soon.
If you have any questions, please get in touch with your contact person in sales or write an email to: firstname.lastname@example.org
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