Consultation regarding the cessation of various TP ICAP LIBOR-linked interest rate swap benchmarks

Consultation regarding the cessation of various TP ICAP LIBOR-linked interest rate swap benchmarks

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

Consultation Paper

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