28.02.2020

Resumption of alternative indices’ publication

GPW Benchmark informs that the publishing of alternative indices has been resumed on the website www.gpwbenchmark.pl.

After optimization and automation of the process of collecting the data which are necessary for calculations, GPW Benchmark informs that the publication of the simulations of alternative indices has been resumed, on the website www.gpwbenchmark.pl:

  • Simulations of WIRF and WIRF 5D indices are available on the website https://gpwbenchmark.pl/indices_details, both in the form of a table with data referring to the week preceding the publication, as well as in .csv file for the period from the 31st of December 2015 to the end of the period covered by the current publication
  • Simulations of WIBON indices, i.e. (WIBON BASIC, WIBON RB and WIBON WIRF) are available on the website https://gpwbenchmark.pl/indices_details, both in the form of a table with data referring to the week preceding the publication, as well as in .csv file for the period from the 11th of July 2016 to the end of the period covered by the current publication

Alternative indices are not benchmarks within the meaning of the BMR Regulation and currently are representing the results of analytical work of GPW Benchmark’s on the method of calculating indices, which may in the future constitute an offer of interest rate alternative indices.

At the same time GPW Benchmark kindly reminds that due to the entry into force of the adjusted Documentation of Reference Rates on the 4th of February, 2020, GPW benchmark has ceased to publish the WIBID MKD, WIBOR MKD and WIBON MKD simulations.
 
Historical data covering the period up to the February 3, 2020 are to be found: