Benchmark Administration

Data-led solutions by TP ICAP

Advancing markets with unparalleled possibility

Benchmark Name

Benchmark Page

Methodology

Benchmark Statement

EUR Annual Swap Rate - SwapMarker15

SMKR15

TP Benchmark Methodology - v2 - effective 13 June 2022

TP Benchmark Statement

EUR 6M EURIBOR Swap - EUREX vs LCH

ICAPCCPBASIS4 ICAP Benchmark Methodology ICAP Benchmark Statement

EUR 6M EURIBOR Swap - CME vs LCH

ICAPCCPBASIS4

EUR 3M EURIBOR Swap - CME vs LCH

ICAPCCPBASIS5

EUR 3M EURIBOR Swap - EUREX vs LCH

ICAPCCPBASIS5

EUR EURIBOR - Annual Bond Swap vs 1m

ICAPEURO2

EUR EURIBOR Basis Swap - 6m EURIBOR

ICAPEUROBASIS

EUR EURIBOR Basis Swap - 1m vs 3m EURIBOR

ICAPEUROBASIS

EUR Annual Swap Rate

ICAPEURO