JPY TIBOR And RFRs: Is There A New Path?
A large proportion of JPY swaps activity at JSCC has moved to JPY TIBOR. JPY LIBOR swaps have shrunk from 89% to just 66% of the market. At the same time, overall JPY IRS volumes have drastically shrunk. We look at the data behind cleared JPY IRS markets. A Bloomberg article last week flagged to … Continue reading JPY TIBOR And RFRs: Is There A New Path?
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