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Split emerges over data requirements for term €STR

Refinitiv warns against relying on Level 2 inputs, as Emmi targets October launch

European money market institute emmiEuropean money market instituteJacob rank broadleyEuropean money markets institute emmiEuro short term rate strRisk free rates rfrsOvernight index swaps

Market welcomes SOR fallback consensus

Clarification of five-year median spread adjustment is helpful, but “no magic bullet”

Monetary authority of singapore masInternational swaps and derivatives association isdaInterest ratesRisk free rates rfrs

JSCC swap surge triggers plea to rethink US client ban

With over two-thirds of yen RFR swaps volumes going to JSCC, calls grow for CFTC to ease clearing restrictions

City ofUnited kingdomJapan securities clearing corporationJapan securities clearing corporation jsccCommodity futures trading commission cftcInterest rate derivativesRisk free rates rfrs

CME to reinforce term SOFR with swap inputs

Inclusion would leapfrog a 25% OTC liquidity threshold embedded in methodology

Cme groupIntercontinental exchange iceNited states usRisk free rates rfrsInterest rate derivativesOvernight index swapsNterest rate swapsCorporate loans

LCH plans two-part US Libor swap conversion

CCP to ditch pre-emptive basis splitting in April and May switchover, but retains overlay swaps

City ofUnited kingdomFed fundsCme groupNited states usBasis swapsInterest rate derivativesNterest rate swapsRisk free rates rfrs

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