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Benchmark Rates Liquidity Monitor

22 February 2022

We recap the trends in the LIBOR rates, SOFR trade and volume counts and those for other currencies for January in this final issue.

19 January 2022

We recap the main metrics for total liquidity for interest rate and overnight indexed swaps for December.

16 December 2021

Our monthly report reviews 18 charts showing the main metrics for total liquidity for interest rate and overnight indexed swaps, and for those same categories by tenor.

12 November 2021

We recap the trends in volumes and trade counts for October.

14 October 2021

Our monthly report reviews 20 charts showing the main metrics for total liquidity for interest rate and overnight indexed swaps, and for those same categories by tenor.

16 September 2021

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

16 July 2021

ESTR volumes drop again in June, while volumes for EURIBOR swaps trading remain stable, and those for SONIA continue overtaking GPB LIBOR swaps

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.

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