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Banxico waiver prompts rethink on benchmark transition plans

Dealers weigh basis risk against longer-dated swap hedges as CME consults on new conversion plan

Interbank equilibrium interest rateBank of mexicoCme groupRisk free rates rfrsInterest rate derivativesNterest rate swaps

Euro RFR group shuts down amid ongoing benchmark uncertainty

Working group calls time on transition despite split opinion on Euribor’s long-term future

European securitiesMarkets authorityEuropean securities and markets authority esmaEuropean central bank ecbRisk free rates rfrsEuro short term rate strCash marketInterest rate derivativesNterest rate swapsOvernight index swaps

Three s a crowd? Eurex and Ice battle CME for €STR trading

Chasing exchanges represent 75% of trading volume, 28% of open interest in first weeks of push

Ice futures europeCme groupEurex exchangeIntercontinental exchange iceInterest rate derivativesInterest rate futuresNterest rate swapsEuro short term rate strRisk free rates rfrsInterest rate options

Bloomberg calls time on BSBY

After damning Iosco verdict, no commercial future seen for credit-sensitive rate

Bloomberg index servicesBloomberg index services limitedBloomberg indexesNited states usInterest rate derivativesRisk free rates rfrs

Swap dealers look internally to ease SOFR basis headaches

Traders are using their own banking units as a new outlet for reducing SOFR-versus-term SOFR risk

United states usBasis riskInterdealer marketRegional banksNterest rate swapsRisk free rates rfrsSwap dealer

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