ICE Fixed Income Annual Rules and Methodology Discussion
In a recent webinar on the ICE Fixed Income Annual Rules Survey we discussed potential methodology changes that are forces driving today’s index landscape.
Key topics:
- Sector change proposal for European Union debt
- Monthly rebalancing reference date and lock out topics
- Index calculations on weekend month-end dates
- US Holiday methodology proposal
- CMBS and ABS methodology proposals
Speaker
- Alberto Ruiz-Sena, Director, Product Management, ICE
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