U.S. Treasury Closing Prices
Tradeweb ICE U.S. Treasury Closing Prices
The Tradeweb ICE U.S. Treasury Closing Prices (“Closing Prices”) are daily reference prices for U.S. Treasury securities derived from quotes pursuant to a strict, transparent and auditable calculation methodology.
The U.S. Treasury Closing Prices are administered by ICE Benchmark Administration (IBA), which is authorized and regulated by the U.K. Financial Conduct Authority (FCA) for the regulated activity of administering a benchmark and is authorized as a benchmark administrator under the EU Benchmarks Regulation. Tradeweb handles the calculation, publication and licensing of the Tradeweb ICE U.S. Treasury Closing Prices.
IBA has published a statement of compliance with the IOSCO Principles for Financial Benchmarks in respect of the Tradeweb ICE U.S. Treasury Closing Prices, and Ernst & Young LLP has externally reviewed and provided assurance in respect of this statement.
The Treasury Markets Practices Group (TMPG) Best Practices for Treasury, Agency Debt and Agency Mortgage-Backed Securities Markets (TMPG Best Practices) also indicate that market participants should use financial benchmarks that comply with or are consistent with IOSCO Principles.
The Closing Prices are published at 3:45pm Eastern Time, on days when the U.S. Treasury securities market is open for trading in the United States, or 1:45 pm Eastern Time, on an early close.
To access the Closing Prices, Tradeweb users can visit our client portal, InSite. To gain access to the Marks file service, or for any other questions, please email firstname.lastname@example.org to be assisted by a Market Data representative.
Detailed information on methodology, calculation, governance and oversight can be found on the IBA website here.
Please read IBA’s benchmark and other information notice and disclaimer here.