Join us for the annual ICE Index Forum to discuss proposals for changes to fixed income index rules and methodology. Items for discussion are published in the Index Annual Rule Review that is now available. The formal consultation period will extend through June 30, 2024 and the consultation document and response form can be accessed here.
The ICE Index Forum is an annual summit of market participants and stakeholders to discuss issues affecting index methodology. While potential index changes are discussed, all feedback is non-binding and final decision on index rules are made by ICE Data Indices, LLC and subject to ICE Index Governance Committee Approval.
Key topics will include:
- Sovereigns - Qualification of European Union debt
- Monthly rebalancing reference date and lock-out topics
- Index calculations on weekend month end dates
- US fixed income pricing on Columbus Day and Veterans Day
- US Fixed Rate Agency CMBS Index inclusion
Wednesday, April 24
8 a.m. ET - Event starts
Agenda
8 - 9 a.m. – Registration & Light Breakfast
9 - 9:05 a.m. – Welcome Remarks
9:05 - 9:40 a.m. – ICE Data Indices: Recap and 2024 Outlook
9:40 - 10:45 p.m. – 2024 Annual Rules Discussion Topics (Session 1)
10:45 - 10:50 a.m. – Quick Break
10:50 - 11:30 a.m. – Spotlight Session: The Evolution of Bond Pricing
11:30 a.m. - 12:15 p.m. – 2024 Annual Rules Discussion Topics (Session 2)
12:15 - 12:20 p.m. – Quick Break
12:20 - 1 p.m. – Working Lunch: New Index Methodology & Design Workshop
1 - 1:05 p.m. – Closing Remarks
*Agenda subject to change