All eyes on SOFR basis swap auction as discounting switch looms
IFLR is part of Legal Benchmarking Limited, 4 Bouverie Street, London, EC4Y 8AX
Copyright © Legal Benchmarking Limited and its affiliated companies 2024

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement
Cookies Settings

All eyes on SOFR basis swap auction as discounting switch looms

John Crabb
October 15, 2020
auction

As the market prepares to unwind basis swaps this coming weekend, CCPs and traders are hopeful that the auction process will go smoothly

Unlock this content.

The content you are trying to view is exclusive to our subscribers.

To unlock this content:

Take a Free Trial or Login

Topics

ConductNewsPractice InsightBenchmarksRegulation
john-crabb-300px.png
John Crabb
People and Markets Editor GlobalCapital
Contact
Gift this article