Swaps Data: SOFR volume and margin insights

February 11, 2019 by Amir Khwaja No comments

My monthly Swaps Review in Risk Magazine looks at:

IBOR benchmark reform
- CME SOFR Futures
- SOFR Swaps
Uncleared margin rules
- Swaptions
- NDF in major ccy pairs

Please click here for free access to the full article on Risk.net

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