All posts tagged "trading conventions"
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160EuropeUK 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 -
144Market 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 -
123Europe
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
