ICE Benchmark Administration launches Beta ICE Term SOFR Reference Rates
Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of data, technology, and market infrastructure, today announced that…
SOFR
Record 1.3 Million SOFR Futures Contracts Traded on January 26 as Liquidity Continues to Shift to SOFR
SOFR futures open interest surpasses record 2.8 million contracts CME Group, the world’s leading and most diverse derivatives…
ICE Benchmark Administration Launches U.S. Dollar SOFR ICE Swap Rate® for Use as a Benchmark
Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of data, technology, and market infrastructure, today announced that…
ICE Benchmark Administration Launches ‘Beta’ USD SOFR ICE Swap Rate® and USD SOFR Spread-Adjusted ICE Swap Rate® to Assist Non-Linear Market in its Transition to SOFR
Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of data, technology, and market infrastructure, today announced that…
CME Group Announces Launch of CME Term SOFR Reference Rates
CME Group, the world’s leading and most diverse derivatives marketplace, today announced it is publishing CME Term SOFR…
LCH successfully completes transition to SOFR discounting
Over one million contracts transitioned with a total notional of $120 trillion Scope of transition included cleared…
LCH SwapAgent processes its first SONIA/SOFR cross-currency basis swap
Highlights LCH SwapAgent’s commitment to supporting industry efforts to reform reference rates Bank of America and Lloyds…
CME Group Announces First OTC SOFR Swaps Cleared
CME Group, the world’s leading and most diverse derivatives marketplace, announced five market participants have cleared trades…
Intercontinental Exchange Announces October 1 Launch of ICE One and Three Month SOFR Futures
Intercontinental Exchange (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and…
In Search of a Workable SOFR
By George Bollenbacher Ever since the US Alternative Reference Rates Committee (the ARRC) first announced that it…