Traders see easy switch off Libor in Swiss market at year-end

Saron swaps trading still slow but traders say liquidity is rising and see no hurdles to transition


Less than a year before Swiss franc Libor is due to disappear, trading in derivatives referencing its replacement amounts to just a fraction of overall volumes – but Swiss market participants are confident transition off the tarnished benchmark remains on track.

Traders and brokers say a number of hurdles to the switch have now been overcome and point to signs that liquidity in Saron derivatives is starting to grow.

Available data is yet to show a sustained rise in Saron volumes but there is

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: