Basis: Dec 13 for next XCCY SOFR First; 2022 eyed

Rolled flat 21 Jun 2021
A day of pretty much zero basis-swappable bond issuance nonetheless saw a lot of flow, curve-flattening and big news regards XCCY SOFR First.

Start a free trial to read this article

Join today to access all  Total Derivatives content and breaking news. Already a subscriber? Please Log In to continue reading.


Or contact our Sales Team to discuss subscription options.

Get in Touch