Consultation regarding the cessation of the ICAP EUR Basis Swap EONIA vs 3m EURIBOR benchmark

Consultation regarding the cessation of the ICAP EUR Basis Swap EONIA vs 3m EURIBOR benchmark

Due to the planned cessation of EURIBOR as a regulated benchmark, and the consequent reduction in trading volumes seen in EURILIBOR-linked interest rate swaps, Moorgate Benchmarks and TP ICAP propose to cease the production and dissemination of the ICAP EONIA-linked benchmark.
The linked document provides further detail and requests stakeholder comment regarding the cessation plan and the planned timetable.

Consultation Paper (EONIA)

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