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Amendments on 8 Indices Index Rules

3

DEC
2018

On 6 June 2018, the European Money Markets Institute – EMMI announced the cessation of the 2 week, 2 month and 9 month EURIBOR tenors as of 3 December 2018.

Accordingly, in order to avoid referencing a EURIBOR rate that will no longer exist on or after 3 December 2018 whilst maintaining the economic characteristics of the Index, Société Générale as Index Sponsor will adjust the Index Rules of the following indices:

SGIFXSER, SGIXCCSE, SGIXBE3E, SGIXBE5E, SGIXBS1U, SGIXBS3E, SGIXBS3U, SGIXBS5E