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