Swaps - CHF

EUR Swaps: €STR activity after big bang switch

€STR activity after the big bang switch is discussed

USD Swaps: Risky risk-on; Banks hint at FVA hits

USD swappers welcomed the risk-on move sweeping across markets today with a simple message: Beware.

Banks battle it out for €STR compensation

The switch from EONIA to €STR discounting threatens to create big windfalls vs losses across EUR interest rate option desks.

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