Swaps - CHF

ECB RFR WG recommends EURIBOR fallback provisions

The ECB Working Group on Risk Free Rates today released a set of recommendations for EURIBOR fallback provisions in cash and derivative contracts.

Basis: Coke talk; CHF curve rolls lower; JPY

Basis: Swissie on a roll; Cable booms; CAD!

CHF Swaps: 5s/10s steep; SNB as expected

CHF Swaps: Busy 4-7y supply & hedges; 3s6s

CHF Swaps: Offers on rate peak; SARON future

CHF Swaps: Franc slips amid bear steepening

CHF Swaps: Safe haven FX; Tight vs EUR

CHF Swaps: Strong GDP vs SNB weak franc aim

CHF Swaps: Supply offers widen; Basis view