Sonia swaps surge not mirrored by futures
Popularity of short sterling futures takes shine off Sonia’s RFR succession
Source: risk.net
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Top News In Basis Swaps Today - Breaking & Trending Today
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
Source: risk.net
Fed's Bowman confirms interdealer Term SOFR ban
Isda AGM: Further softening ruled out after April reprieve lifts curbs on term SOFR basis swaps
Source: risk.net
Libor/SOFR basis akin to 'free money' for early movers – GS trader
Sharp narrowing of basis swaps below fallback spreads has failed to open transition floodgates
Source: risk.net
LCH plans two-part US Libor swap conversion
CCP to ditch pre-emptive basis splitting in April and May switchover, but retains overlay swaps
Source: risk.net