WMBA has made changes to its calculation methodology for measuring Sterling Overnight Index Average (SONIA) and the Repurchase Overnight Index Average (RONIA). These changes come into effect on 20 June. The methodology used to calculate the benchmarks will now include trades executed up to the closing of the sterling settlement day at 18:00 in London. As is currently the case, the fixing will be made available half an hour after that cut-off. (Source: WMBA updates benchmark calculation methodology)