Tag: Curve

IBA, TradeWeb Investigate Libor Alternative

Tradeweb Markets and ICE Benchmark Administration (IBA) are introducing the daily Tradeweb ICE Constant Maturity Treasury Rates, which have been designed to provide market participants with a daily overview of US Treasury yields for standard maturities and thus potentially becoming another alternative benchmark to Libor. The rates are based on transactions executed and/or quotes provided […]