All posts tagged "Interest Rate Swaps"
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48EuropeUK Regulators Support US ‘SOFR First’ Proposal on Interdealer Swaps
The FCA and BOE encourage liquidity providers to change USD linear swap trading conventions from USD LIBOR to SOFR on 26 July 2021.
June 18, 2021 -
110JapanJapanese FIs Still Have $24tr in LIBOR Exposures – Report
The December 2020 figure is down only slightly from the $27.5tr of contracts referencing LIBOR 18 months earlier at the end of June 2019.
May 20, 2021 -
179Hong KongOTC Clear Launches Clearing for SOFR-HONIA Cross-currency Swaps
The SFC has approved the launch of clearing services for cross-currency interest rates swaps and basis swaps referencing HONIA and SOFR.
May 11, 2021 -
142Asia-PacificNon-Residents Can Trade THOR Overnight Index Swaps: BOT
Participation from non-resident investors will be a key driver to help advance the development of the THOR derivatives market.
April 28, 2021 -
235Feature
Japan Sets End Date for New JPY LIBOR Interest Rate Swaps
New interest rate swaps referencing JPY LIBOR and maturing after the end of 2021 should cease by end-September 2021.
April 20, 2021 -
172Hong KongHKMA, SFC Consult on Annual Update to FSP List
A unit of Toronto-Dominion Bank is proposed to be included on the FSP list. An entity that has merged with Deutsche Bank will be removed.
April 16, 2021 -
168MalaysiaBNM Eases Rules for Non-resident Banks Trading Ringgit IRS
Non-resident banks can trade ringgit-denominated interest rate swaps without any underlying commitment with any onshore bank or its appointed overseas offices.
March 15, 2021 -
391Market InfrastructureLCH Extends Central Clearing for SORA Derivatives to 21 Years
MAS will likewise extend the tenor of its daily SORA derivatives auctions with major derivatives dealers from 5-years to 20-years.
February 23, 2021 -
306EnforcementCFTC Files Suit Against Nomura Trader for Manipulative Trading
The former trader manipulated the price of 10-year swap spreads to reflect lower pricing of bonds and a related swap, at the expense of the issuer.
February 3, 2021 -
1.4KFeatureIndia’s Transition Away from LIBOR ‘Full of Challenges’
The RBI's Vasudev Hemachandran writes about the need to replace MIFOR with an alternative rate, and the issues India faces in its transition.
November 19, 2020
