CME to update the PA/Discounting protocol for CME cleared SGD IRS
CME will facilitate a transition to SORA price alignment and discounting for certain CME cleared IRS contracts denominated in SGD.
CME will facilitate a transition to SORA price alignment and discounting for certain CME cleared IRS contracts denominated in SGD.
Refinitiv plans to supplement existing fallback rates with new Federal Reserve Board selected benchmark replacements
Refinitiv will launch forward looking term rate versions of ARRC recommended fallback rates to facilitate transition from USD LIBOR.
FX News Group reviews how some of the world’s major Forex and CFD brokers adapt to IBOR transition.
Eurex reported that its clearing house had converted EONIA trades worth EUR 364 billion notional to €STR-flat over the weekend.