TP ICAP launches two data sets for SOFR derivatives
Data sets for derivatives linked to SOFR will support trading and risk modelling as volumes are expected to rise.
Tag: SOFR
Goldman Sachs supports IHS Markit’s service for Libor replacement
Goldman Sachs is among seven major derivatives dealers to use MarkitSERV services to process SOFR transactions.
Credit Suisse, Goldman Sachs and JP Morgan clear first SOFR swaps with LCH
Major investment banks clear the first US interest rate swaps using US Libor alternative benchmark SOFR.