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

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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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