Swaps Data: A new era of competition in IR Futures

The demise of Libor has sett off a battle for market share in futures referencing new risk-free rates. My monthly Swaps Review looks at:

  • The three largest IBOR contracts
  • SOFR Futures market share
  • SONIA Futures market share
  • CME, ICE, CurveGlobal, Eurex

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