Where are ESTR and SOFR?

Monthly review of ESTR and SOFR volumes. 

ESTR not really moving.


SOFR increasing slowly

The ISDA swap info data (based on US regulatory reporting) does not show the same pick-up in volume between October and November than the LCH data.

Comments

Popular posts from this blog

Multi-curve framework book: new edition in progress

Rigged: part 1 - Will there be a part 2?

Pertes de la BNB: c’était prévu et nous payons!