Benchmark Rates Liquidity Monitor

18 June 2021

May 2021: ESTR volumes drop, EURIBOR volume stable, and SONIA volumes well above GPB LIBOR swaps

21 May 2021

ESTR volumes way up, EURIBOR swaps more muted, and SONIA volumes well above GBP LIBOR swaps across all tenors.

28 April 2021

Benchmark Rates Liquidity Monitor for March 2021: ESTR volumes up, and SONIA volumes overtake GBP LIBOR swaps for key long-term tenors.

05 April 2021

Benchmark Rates Liquidity Monitor for February 2021

11 March 2021

Trading volumes in EUR and GBP interest rates swaps and overnight index swaps picked up in January 2021.

Contact us

We’re here to help you break through complex challenges and achieve next-level success.