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Amendments on the Index Rules of SGIXE05S, SGIXE07S, SGIXE10S, SGIXE15S, SGIXE20S and SGIXE30S

21

JUL
2020

On 27 th July 2020, EUR discounting conventions applied by majors CCP will change, with €STR replacing EONIA as the new standard. Cleared Interest Rates EUR Swaps will be compensated by the CCP.

 

Accordingly, Société Générale as Index Sponsor will adjust the Index Rules of the following indices to use €STR discounting and to reflect a full compensation of swaps:

  • SGIXE05S

  • SGIXE07S

  • SGIXE10S

  • SGIXE15S

  • SGIXE20S

  • SGIXE30S

 

A revised version of the Index Rules is available upon request to the Index Sponsor.