PUBLICATIONS

Consultation Paper on Adjustment Spreads for the Conversion of Legacy SIBOR Loans to SORA (15 March 2023)

SC-STS’ computation of the MAS Recommended Rate Adjustment Spreads and the Reference Spot Spreads (14 December 2022)

Calculator: Adjustment Spread Calculator for Active Transition of Institutional SOR Contracts (14 December 2022)

Implementation of Supplementary Guidance on Adjustment Spreads for the Conversion of Legacy SOR Loans to SORA (14 December 2022)

Response to Consultation Feedback on Adjustment Spreads for the Conversion of Legacy SOR Contracts to SORA (18 July 2022)

Addendum: Timelines to Cease Issuance of SOR and SIBOR-linked Financial Products version 1.2 (18 July 2022)

SORA Market Compendium on the Transition from SOR to SORA version 1.1 Updated (7 July 2022)

SORA Market Compendium on the Transition from SOR to SORA version 1.1 Updated (Tracked Changes) (7 July 2022)

Public Consultation Paper on Adjustment Spreads for the Conversion of Legacy SOR Contracts to SORA (18 May 2022)

FAQs on Transition of Legacy SOR Loan Contracts (15 December 2021)

SORA Market Compendium on the Transition from SOR to SORA version 1.1 (17 November 2021)

SORA Market Compendium version 1.1 (Tracked Changes) (17 November 2021)

Timelines to Cease Issuance of SOR Derivatives and SIBOR-Linked Financial Products Version 1.1 (05 August 2021)

Recommendations for Transition of Legacy SOR Contracts (29 July 2021)

SORA – A guide for Corporates and SMEs Version 1.1 (Updated July 2021)

Timelines to Cease Issuance of SOR Derivatives and SIBOR-Linked Financial Products ( 31 March 2021)

Keynote Speech by MAS’ Deputy Managing Director at ABS-ASIFMA Virtual Event on Singapore IBOR Transition (02 February 2021)

ABS-SFEMC and SC-STS Response to Feedback Received on SIBOR Reform and the Future Landscape for SGD Interest Rate Benchmarks (11 December 2020)

SORA – A guide for Corporates and SMEs (30 November 2020)

Timelines to Cease Issuance of SOR-linked Financial Products (27 October 2020)

Overview on the Usage of SORA in Loans: Customer Segments and Preferences (27 October 2020)

SC-STS End-User Checklist on Benchmark Transition (27 October 2020)

SORA Market Compendium on the Transition from SOR to SORA (27 October 2020)

Keynote Speech by ABS & SC-STS Chairman at ABS’ Roundtable Session on SGD Interest Rate Landscape Changes (09 September 2020)

Keynote Speech by MAS’ Deputy Managing Director at ABS’ Roundtable Session on SGD Interest Rate Landscape Changes (09 September 2020)

ABS and SC-STS Letter on Adherence to the ISDA IBOR Fallback Protocol (18 August 2020)

ABS-SFEMC and SC-STS Public Consultation on SIBOR Reform and the Future Landscape for SGD Interest Rate Benchmarks (29 July 2020)

SC-STS’ Response to Feedback Received on Proposed Roadmap for Transition from SOR to SORA (19 March 2020)

Letter informing ISDA of SC-STS 'support for the use of Adjusted SOR in the ISDA fallback approach
(11 December 2019)

ABS-SFEMC Public Consultation on Roadmap for Transition of Interest Rate Benchmarks: From SOR to SORA (30 August 2019)

CONTRACT TEMPLATES

SGD SORA OIS (20 February 2020)

SGD SORA USD SOFR CCS (20 February 2020)

SGD SORA USD SOFR CCS (interdealer with MTM reset) (20 February 2020)

SGD SORA SGD SOR basis swap (20 February 2020)

FALLBACK RATE (SOR)

CALCULATION METHODOLOGY FOR FALLBACK RATE (SOR) (07 August 2020)

ABS Co & ISDA Fallback Rate (SOR) Factsheet (30 September 2020)

Adjustment Spread (Retail)

CALCULATION METHODOLOGY FOR ADJUSTMENT SPREAD (RETAIL) (01 September 2021)

Date	1M SOR to 3M Compounded SORA	3M SOR to 3M Compounded SORA	6M SOR to 3M Compounded SORA
Sep 2021	0.0307	0.0634	0.085
Oct 2021	0.031	0.0615	0.0821
Nov 2021	0.0469	0.0746	0.0937
Dec 2021	0.0724	0.1086	0.1321
Jan 2022	0.1108	0.1517	0.1823
Feb 2022	0.1134	0.1639	0.2067
Mar 2022	0.1214	0.1956	0.2625
Apr 2022	0.1624	0.3276	0.44
May 2022	0.277	0.53	0.7018
Jun 2022	0.4654	0.7705	0.9895
Jul 2022	0.6769	1.0063	1.3084
Aug 2022	0.9208	1.2426	1.582
Sep 2022	0.9593	1.3319	1.7073

#12-08, MAS Building

10 Shenton Way, Singapore 079117

Tel: (65) 6224 4300 / Fax: (65) 6224 1785

Email: banks@abs.org.sg

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