Tag: Agha Mirza
CME Group proposes date for fallbacks conversion of Eurodollar futures and...
Market operator CME Group is proposing to convert Eurodollar futures and options open interest into corresponding secured overnight financing rate (SOFR) contracts on 14...
CME Group to launch 20-Year US treasury bond futures on 7...
Market operator CME Group will expand its benchmark US Treasury futures and options offering with the addition of 20-Year U.S. Treasury Bond futures on...
CME reports record SOFR futures volume and open interest
Market operator and infrastructure provider, CME Group, has reported that a record 396,421 SOFR futures contracts were traded on 18 October 2021, surpassing the...
Derivatives : Migrating benchmarks : Dan Barnes
LIBOR: WHEN TO JUMP ON THE SOFR
The transition from the London Interbank Offered Rate (LIBOR) to overnight indexed swap rates is moving, but when...
Derivatives – Viable alternatives
Tougher capital and liquidity constraints for OTC assets are boosting exchange-traded products appeal to the buy side. Anna Reitman reports.
As trading over-the-counter (OTC) for fixed...
