The publication of the Efterm® Transparency Indicators Reports meets a requirement of the Benchmarks Regulation of the European Union and is also a recommendation under the IOSCO Principles.
The European Money Markets Institute has decided to publish the following aggregated indicators on a monthly basis to provide transparency in the determination of Efterm®:
- Use of each level of the waterfall methodology for Efterm®, broken down by tenor
The Efterm® Transparency Indicators Reports are published every first business day of the month, with one month delay.
Click here to access the monthly Transparency Indicators Reports.