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Important dates

Keep these dates in mind as the LIBOR to SOFR transition approaches.

Click on the dates to collapse and expand information.

2021

December 2021

Cessation of one-week and two-month LIBOR. LIBOR based loans no longer being originated.

March 5th

ICE Benchmark Administration (IBA) states the definitive end of LIBOR; ISDA subsequently announces fixing of spread adjustments [Resource] [Resource]

January 25th

ISDA IBOR Fallbacks Supplement "Effective Date". Deadline to adhere to Protocol without a $500 fee.

First Half 2021

Proposed Release of Term (forward-looking) SOFR

Q4 2020

December 31st

Final day for Fannie Mae and Freddie Mac to purchase LIBOR indexed loan

October 23rd

ISDA published IBOR Fallbacks Supplement and IBOR Fallbacks Protocol [Fallbacks Supplement] [Fallbacks Protocol]

October 19th

Both derivatives clearing houses, LCH and CME, will convert their discounting methodology for all USD based derivatives from Fed Funds to SOFR. This should create more liquidity for a SOFR swap market. [Resources]