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.