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SOFR is off to the races

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By Colm Murtagh, Head of U.S. Institutional Rates, Tradeweb. There are (surely) more obviously thrilling ways to celebrate a new year, but in many ways, the market...

Portfolio trading just keeps growing

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Portfolio trading has grown so much, so quickly that it’s even surprised us. When we first launched the functionality, which allows traders to package...

Colm Murtagh: The Long Goodbye

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Dollar Swaps Markets Bid Farewell to LIBOR. In July, it was linear swaps. In November, non-linear. And next week, on December 13, the further expansion...

BMLL marks move into fixed income with Level 3 futures data

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BMLL, a provider of historical Level 3 data and analytics, has expanded its product offering to include global futures, now available as asset class...

Bloomberg/PRMIA report finds liquidity barrier to RFR derivatives use

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A new report by the Professional Risk Managers' International Association (PRMIA) and Bloomberg has found that while the majority (79%) of the firms with...

Tradeweb announces first fully electronic SOFR swap spread trade

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Market operator Tradeweb reports it has completed the first fully electronic institutional Secured Overnight Financing Rate (SOFR) swap spread trade. BlackRock and JP Morgan...

IHS Markit publishing new CRITR US dollar funding rate

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Information, analytics and solution provider, IHS Markit, is now publishing a series of forward-looking dynamic term rates that measure the daily US Dollar (USD)...

Bloomberg: Banks face FRTB data and modelling hurdles

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Banks facing challenges in their implementation of the Fundamental Review of the Trading Book (FRTB), the rules issued by the Basel Committee for Banking...

Sponsored feature : Alternative Reference Rates : ICE

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Alternative Reference Rates - The European Perspective. As the market transitions to new benchmarks, the question of how participants can best manage risk remains crucial. ICE Benchmark...

MeTheMoneyShow – Episode 14

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Dan Barnes speaks with Lynn Strongin Dodds on the push and pull of the Libor transition, the increased traction in ESG investing, and the...

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