ABS Benchmarks Administration Co. Pte Ltd (ABS Co) was setup in June 2013 specifically to own and administer the ABS Benchmarks in Singapore - the Singapore Interbank Offered Rate (SIBOR), the Swap Offer Rate (SOR), the SGD Spot FX and the THB Spot FX. It is a fully owned subsidiary of the Association of Banks in Singapore.
The list of SIBOR panel banks can be found here.
Thomson Reuters is the official Calculating Agent of the ABS Co SIBOR and SWAP Offer Rates.
Effective 1 December 2014, the rates will be published on the ABS website one business day after. Click here to view the rates.
The calculation methodology for SIBOR & SOR is detailed in the Trading Protocol.
From 1 October 2015, SIBOR and SOR data will be subjected to usage fees, in line with global development on benchmark data usage. In addition, subscribers who receive real-time SIBOR and/or SOR data from a market data vendor will be required to pay end user fees. Data delayed by 24-hours or more will be available for free to end users.
View the press release here.
Click here for the Data Fees & FAQ.
Tel: +65 6224 4300
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