Swiss Franc (CHF)
Basis: EUR/USD offered; Swiss on a roll
Cross-currency basis swappers said that trading in their market today has been one of broad themes, with EUR/USD offered and CHF on a roll.
Industry groups warn on EUREX/LCH basis volatility
Industry groups warn of “large, volatile, and unpredictable price differences" in the EUREX/LCH basis if firms are forced to clear in the EU.