All posts tagged "trading conventions"
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540FeatureRBI Finalises Master Directions for Credit Derivatives Market
The revised directions are aimed at helping to develop more liquidity in the corporate bond market, especially for the bonds of lower-rated issuers.
February 15, 2022 -
477InternationalUSD Cross-currency Derivatives to Use SOFR from 13 December
Under part two of the second phase of SOFR First, interdealer brokers are asked to use SOFR instead of LIBOR in the USD leg of all newly-executed cross-currency derivatives.
December 6, 2021 -
628Australia & NZAustralia to Drop LIBOR in Cross Currency Swaps Trading
BBSW/LIBOR will shift to BBSW/SOFR in cross currency basis swaps trading, though the move presents challenges inherent to an IBOR/RFR pairing.
November 30, 2021 -
291EuropeUK 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 -
528Market InfrastructureCFTC Subcommittee Proposes Switch to SOFR for Interdealer Swaps
The ARRC said the change, proposed for 26 July, will allow it to formally recommend forward-looking SOFR term rates published by CME Group.
June 9, 2021 -
246Europe
UK Exchange Derivatives to Switch to SONIA on 17 June
The FCA and BOE are encouraging market participants to prepare for and implement changes to standard trading conventions on 17 June.
May 14, 2021
