USD Swaps: New flattening lows; SOFR volumes eclipse LIBOR

Long road 10 Nov 2020
The UST curve recorded new lows. SOFR volumes rose above LIBOR for the majority of the curve today, a first. JPM examines the evolving spread yield curve vs. rate relationship. $6bn Daimler Truck 8-part prices.

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