U.S. Signals Desire to Extend LIBOR Transition; UK Regulator Stays Its Course

(Rachel Wolcott, Thomson Reuters)

The U.S. Federal Reserve has signalled its desire to extend U.S. dollar London Interbank Overnight Rate (Libor) transition for legacy contracts potentially diverging from the UK Financial Conduct

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TABB Group’s LiquidityMatrix provides liquidity and pricing information on US Exchanges, ECNs, Dark Pools and Crossing networks. These reports have been a tremendous asset to the industry, as understanding liquidity both on- and off-exchange is becoming more challenging and complex.

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SOFR Reconsidered

SOFR Reconsidered

The needed market-driven replacement for LIBOR must await more normal financial market conditions, following the Fed’s response to COVID-19. But SOFR will always reflect monetary policy decisions, not market expectations. Thus, SOFR will not survive a return to debt market normalcy. LIBOR’s past. The LIBOR market was once the world’s...

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