Daily Email Feature

SOFR Risk 30% of USD Market

Regulators set Monday 26 July as “SOFR First” for interbank markets.

Libor Archives - Markets Media

Bloomberg Capital Markets Package will focus on SOFR following regulatory move to 'SOFR First'.

Provision of term SOFR counters any excuse to delay transition from Libor.

New interest rate futures aim to support transition away from LIBOR.

SOFR trading on Tradeweb as a percentage of new risk has reached a new weekly record for 2021.

An estimated $5 trillion of exposures reference USD LIBOR after June 2023.

The average monthly ISDA-Clarus RFR Adoption Indicator increased.

IBA expects to consult on the potential cessation of USD LIBOR ICE Swap Rate.

Daily Email Feature

Swaps Risk Shifts to SOFR

The global “SOFR First” initiative launched on July 26.

The data gives an insight during the trading day to where SOFR is likely to fix tomorrow.