Lagging futures market holding back swaptions RFR transition

Ben St. Clair
24 Jun 2020

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

The futures market’s dawdling on Libor transition is impeding adoption of risk-free rates in the swaptions market and creating barriers to the development of swap markets linked to the new benchmarks, according to senior interest rate traders.

Tom Prickett, co-head of rates trading for Europe, the Middle East and Africa at JP Morgan, called the limited development in the futures market the “elephant in the room” when it comes to transitioning from Libor, noting

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: http://subscriptions.risk.net/subscribe

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

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

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]