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Index Rules Amendment linked to the discontinuation of LIBOR – FX Smile Premium Indices

13

DEC
2021

In anticipation of the cessation or the non-representativeness of the LIBOR settings, Société Générale as Index Sponsor has decided to modify the Index Rules and substitute the LIBOR settings by the alternative rates that are adopted or in the course of being adopted by the financial markets. Société Générale will therefore direct the Index Calculation Agent to replace GBP LIBOR, EURIBOR, JPY LIBOR and USD LIBOR by GBP, EUR, JPY and USD RFR and RFR swaps for the computation of the indices below. Such change will be effective on December 13 th, 2021 (included).

Please visit Societe Generale dedicated IBOR website for further information on the IBOR transition ( https://wholesale.banking.societegenerale.com/en/compliance-regulatory-information/general-disclosures/ibor-transition/).

If you have questions relating to this communication please send to sgcib-regulatory-support.par@sgcib.com or to your usual contact at Société Générale Index.

 

An updated version of the Index Rules is available upon request to the Index Sponsor.

 

Scope of indices:

 

  • SGIFXSER
  • SGIFXSGP
  • SGIFXSJY