06.02.2020

Changes in publication of the indices’ simulation

Due to the implementation of the process of daily transmission of transaction data, by Fixing Participants, resulting from the entry into force of the adjusted documentation of WIBID and WIBOR Reference Rates, the Management Board of GPW Benchmark decided to carry out the necessary verification and integration of databases and suspend WIBID MKD and WIBOR MKD simulations as well as alternative indices.

The publication of the simulation will be resumed on the 10th Feb 2020. Then the database of alternative indices’ historical data, calculated by the GPW Benchmark, will contain complete set of data. Calculations of historical data, for the reference period, of WIBID MKD and WIBOR MKD, determined in accordance with the Waterfall Method, will be published up to  the 3rd Feb 2020. At the same time, we remind you that adjusted documentation entered into force on the 4th Feb 2020, along with detailed rules for input data preparation, for Fixing Participants, described in annexes to the Code of Conduct, to which banks will gradually adapt in 2020. Therefore, GPW Benchmark has completed the publishing period of the WIBID MKD and WIBOR MKD simulations.