Swaps Data: Sonia growth spreads down the curve

October 15, 2018 by No comments
My monthly Swaps Review in Risk Magazine looks at how:
  • volumes of GBP SONIA Swaps are growing compared to LIBOR Swaps,
  • the maturity profiles that trade for these two products,
  • EONIA and EURIBOR volumes and maturity profiles.
Please click here for free access to the full article on Risk.net.

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