The ICE RFR Indexes are a set of risk-free rate indexes for SOFR, SONIA, €STR and TONA, providing daily values that represent accrued compound interest relative to the first day value of 100. ICE Benchmark Administration Limited (IBA) has designed these index settings to help address the key operational considerations of risk managers, lenders and borrowers of RFR-based loans. They provide a simple method for calculating compound interest between any two index dates, allowing parties to agree transparently on interest accruals.
For further information on the ICE RFR Indexes, please refer to our ICE RFR Indexes webpage.
ICE RFR Indexes are calculated daily and can be viewed (for information purposes only) on the ICE RFR Indexes Report.
If you wish to use the ICE RFR Indexes in relation to financial contracts, these are available under licence from IBA, pursuant to our Master Licence Agreement. To find out more regarding licensing the ICE RFR Indexes, please email IBA-Licensing@ice.com.