CME Group proposes date for fallbacks conversion of Eurodollar futures and options contracts
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 March
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 March 7, pending ...
CME reports record SOFR futures volume and open interest
Agha Mirza, CME.
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 should the buy-side ...
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 ...
