Transition from LIBOR to SONIA

As the move away from LIBOR to other risk-free reference rates picks up speed, Tradeweb is here to help with the transition. We draw on our extensive experience of regulatory reform from Dodd-Frank to MiFID II and beyond, to guide our clients through the uncertainty of market structure changes with ease.

GBP RFR Fixing Indications

Tradeweb is pleased to announce the launch of GBP risk free rate (RFR) fixing indications. Our best in class SONIA OIS swap pricing is the basis for these values.  Leveraging the same methodology we use for the end-of-day gilt reference prices, we are able to create term fixings using the 1m, 3m, 6m, and 12m SONIA swap curves on a daily basis.

Key Benefits:

  • By publishing a reference rate on term fixings we hope to enhance the information shared with the market, based on streaming liquidity
  • Dealer-to-client pricing is effective in both volatile and stable markets, so you know you have a fixing indication whatever the conditions
  • Tradeweb is the leading platform in the marketplace for electronic traded SONIA
  • View historic data via Insite, our web-based portal

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