News & Insights

17 Results
June 08, 2021

The CFTC's Interest Rate Benchmark Reform Subcommittee recommended to the Market Risk Advisory Committee "that on July 26, 2021 and thereafter, interdealer brokers replace trading of LIBOR linear swaps with trading of SOFR [Secured Overnight Financing Rate] linear swaps."

July 28, 2020

ISDA published its first "Risk Free Rates Adoption Monthly Indicator." The new report tracks how much trading activity is being conducted "in cleared over-the-counter and exchange-traded interest rate derivatives that reference the identified risk-free rates in six major currencies."