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Hedge funds boost new Tona futures market

Arbitrageurs said to be behind early trading as contracts tipped to prove useful for certain US buy-siders

Tokyo financial exchangeOsaka exchangeJapan exchange groupFinancial exchangeJapan securities clearing corporation jsccApan exchange group jpxOkyo stock exchange tseOsaka exchangeInterest rate derivativesRisk free rates rfrs

Regional banks face soaring term SOFR spreads

Bid/offers hit 10bp as dealers price counterparty risk into non-cleared Libor transition trades

United states usRisk free rates rfrsNterest rate swapsInterest rate derivativesBilateral tradeRegional banks

Easing of trading curbs is no quick fix for term SOFR swaps

ARRC’s new guidelines will do little to improve liquidity, but may keep a lid on spiralling basis

New south walesNew yorkUnited statesKatten froomJohn feeneyChris slusherIlene froomGuarav shuklaReference rates committeeAlternative reference rates committeeFederal reserve backedDerivative pathMartialis consultingUnited states usRisk free rates rfrsBasis swaps

Fed s Bowman confirms interdealer Term SOFR ban

Isda AGM: Further softening ruled out after April reprieve lifts curbs on term SOFR basis swaps

David bowmanReference rates committeeFederal reserve boardAlternative reference rates committeeFederal reserveInternational swaps and derivatives association isdaNited states usRisk free rates rfrsInterest rate derivativesNterest rate swapsBasis swapsSda agm 2023

FRA-OIS demise leaves hole in bank treasury risk management

Banks now face ‘greater downside’ to widening credit spreads

United statesNew yorkUkraine generalGary genslerIsaac wheelerRichard sandorMark cabanaAmerica cabanaDeposit insurance corporationExchange commissionFederal reserveSilicon valley bankInternational settlementsCredit suisseBloomberg short term bank yield indexDeutsche bank

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