ICE Swap Rate - Revision history

imported>Doug Williamson: Add alternative name.

2022-07-01T14:56:25Z

Add alternative name.

← Older revision		Revision as of 14:56, 1 July 2022
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	*[[Exercise price]]		*[[Exercise price]]
	*[[Fixed leg]]		*[[Fixed leg]]
	*[[Floating rate note]]		*[[Floating rate note]] = floating rate bond
	*[[ICE]]		*[[ICE]]
	*[[Interest rate swap]]		*[[Interest rate swap]]

imported>Doug Williamson: Mend link.

2022-07-01T14:54:52Z

Mend link.

← Older revision		Revision as of 14:54, 1 July 2022
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	*[[Exercise price]]		*[[Exercise price]]
	*[[Fixed leg]]		*[[Fixed leg]]
	*[[Floating rate ~~bond~~]]		*[[Floating rate note]]
	*[[ICE]]		*[[ICE]]
	*[[Interest rate swap]]		*[[Interest rate swap]]

imported>Doug Williamson: Add abbreviation.

2019-08-28T12:47:14Z

Add abbreviation.

← Older revision		Revision as of 12:47, 28 August 2019
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	''Reference rates''.		''Reference rates''.

			(ISR).

	ICE Swap Rate, formerly known as ISDAFIX, is a global benchmark for swap rates and spreads for interest rate swaps.		ICE Swap Rate, formerly known as ISDAFIX, is a global benchmark for swap rates and spreads for interest rate swaps.

imported>Doug Williamson: Classify page.

2018-09-01T16:07:31Z

Classify page.

← Older revision		Revision as of 16:07, 1 September 2018
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	*[[Swaption]]		*[[Swaption]]
	*[[Tenor]]		*[[Tenor]]

			[[Category:The_business_context]]

imported>Doug Williamson: Mend links.

2018-09-01T09:36:34Z

Mend links.

← Older revision		Revision as of 09:36, 1 September 2018
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	==See also==		==See also==
	*[[Benchmark]]		*[[Benchmark]]
	*[[Close-out]]		*[[Close out]]
	*[[Exercise price]]		*[[Exercise price]]
	*[[Fixed leg]]		*[[Fixed leg]]
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	*[[ICE]]		*[[ICE]]
	*[[Interest rate swap]]		*[[Interest rate swap]]
	*[[Mid-price]]		*[[Mid market price]]
	*[[Portfolio]]		*[[Portfolio]]
	*[[Reference rate]]		*[[Reference rate]]

imported>Doug Williamson: Standardise spellings.

2018-09-01T08:07:53Z

Standardise spellings.

← Older revision		Revision as of 08:07, 1 September 2018
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	ICE Swap Rate is used as the exercise value for cash-settled swaptions, for close-out payments on early terminations of interest rate swaps, for some floating rate bonds and for valuing portfolios of interest rate swaps.		ICE Swap Rate is used as the exercise value for cash-settled swaptions, for close-out payments on early terminations of interest rate swaps, for some floating rate bonds and for valuing portfolios of interest rate swaps.

	ICE Swap Rate is the first global benchmark to transition from a submission-based rate, using inputs from a panel of banks to a rate based on ~~tradable~~ quotes sourced from regulated electronic trading venues – requiring no subjective or expert ~~judgment~~.		ICE Swap Rate is the first global benchmark to transition from a submission-based rate (using inputs from a panel of banks) to a rate based on tradeable quotes sourced from regulated electronic trading venues – requiring no subjective or expert judgement.

imported>Doug Williamson: Layout.

2018-09-01T08:05:24Z

Layout.

← Older revision		Revision as of 08:05, 1 September 2018
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	It represents the mid-price for interest rate swaps (the fixed leg), at particular times of the day, in three major currencies (EUR, GBP and USD) and in tenors ranging from 1 year to 30 years.		It represents the mid-price for interest rate swaps (the fixed leg), at particular times of the day, in three major currencies (EUR, GBP and USD) and in tenors ranging from 1 year to 30 years.


	ICE Swap Rate is used as the exercise value for cash-settled swaptions, for close-out payments on early terminations of interest rate swaps, for some floating rate bonds and for valuing portfolios of interest rate swaps.		ICE Swap Rate is used as the exercise value for cash-settled swaptions, for close-out payments on early terminations of interest rate swaps, for some floating rate bonds and for valuing portfolios of interest rate swaps.

imported>Doug Williamson: Create page. Source: ICE webpage https://www.theice.com/iba/ice-swap-rate

2018-09-01T08:04:17Z

Create page. Source: ICE webpage https://www.theice.com/iba/ice-swap-rate

New page

''Reference rates''.

ICE Swap Rate, formerly known as ISDAFIX, is a global benchmark for swap rates and spreads for interest rate swaps.

It represents the mid-price for interest rate swaps (the fixed leg), at particular times of the day, in three major currencies (EUR, GBP and USD) and in tenors ranging from 1 year to 30 years.

ICE Swap Rate is used as the exercise value for cash-settled swaptions, for close-out payments on early terminations of interest rate swaps, for some floating rate bonds and for valuing portfolios of interest rate swaps.

ICE Swap Rate is the first global benchmark to transition from a submission-based rate, using inputs from a panel of banks to a rate based on tradable quotes sourced from regulated electronic trading venues – requiring no subjective or expert judgment.

==See also==
*[[Benchmark]]
*[[Close-out]]
*[[Exercise price]]
*[[Fixed leg]]
*[[Floating rate bond]]
*[[ICE]]
*[[Interest rate swap]]
*[[Mid-price]]
*[[Portfolio]]
*[[Reference rate]]
*[[Spread]]
*[[Swap rate]]
*[[Swaption]]
*[[Tenor]]