GBP/USD Libor - SONIA/SOFR Basis swap rates

rohit.gajare
rohit.gajare Newcomer
in TREP APIs

Hi Refinitiv Team,

Is the data for GBP Libor - SONIA, USD Libor - SOFR Basis swaps available ?

GBP Libor stopped publication after Dec 2021, USD Libor is still published for certain tenors till Jun 2023.

ICE mentioned that they have stopped publication of GBP-LIBOR swap rates. I believe that the Libor-RFR Basis swap rates too would have stopped.

Is this correct ?

Regards,

Rohit

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Best Answer

  • umer.nalla
    umer.nalla LSEG
    Answer ✓

    Hi @rohit.gajare

    This
    forum is aimed at answering "how to" types of questions about using
    Refinitiv APIs and the moderators are not Content/Data specialists. For content availability type questions, I recommend you raise a ticket at Product Support | MyRefinitiv for the product concerned.

    Based on your previous RFA posts, I am guessing that you are consuming data from our Refinitiv Real-time feed. The Refinitiv Real-time feeds carry over 80million RICs from 10,000+ sources - and we have Content specialists covering specific content sets.

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Answers

  • umer.nalla
    umer.nalla LSEG

    Hi @rohit.gajare

    I would also recommend your post any future questions in the correct forum - if you post an RFA or Real-time question in the Eikon Data API forum - there could be some additional delay in getting a response.

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