Basis swaps
Basis swaps spike amid US rates chatter
Budgetary wrangling and talk of Fed cuts spark Libor-OIS basis shift
Ahead of the curve: how traders profited from Libor fallbacks
Market second-guesses spread for new risk-free rate, spicing up Libor-Sonia basis market
LCH basis swap templates may aid Libor conversion
Compression providers say new templates will make risk replacement trades more efficient
Shallow liquidity threatens Saron momentum
Swaps on Swiss Libor successor gain traction, but lack of cash products poses liquidity hurdle
Cross-currency swaps could hasten RFR shift in Australia
Adoption of new risk-free rate for both swap legs likely to turbo-charge wider benchmark change, say sources
FX swaps to avoid year-end basis blowout, banks say
Earlier rollovers likely to ensure no repeat of previous cross-currency volatility
Esma: Eonia can be used in CSAs after 2020
Swaps users can avoid repapering before BMR deadline but may face basis risks
First SOFR swaps trade as banks test new benchmark
First OTC trades include two basis swaps and an OIS trade, with JP Morgan thought to be a counterparty
Euribor can stay if reforms succeed – ECB’s Holthausen
Regulator also sees no clear favourite in array of Ibor fallback approaches
Monthly swaps data review: basis swaps galore
Data shows how less well-traded OTC instruments performed through September
Swiss rate reform in race against the clock
Time constraints and valuation headaches complicate swaps market transition from Tois to Saron
Bank swap books suffer as CME-LCH basis explodes
Per-bank losses estimated at $20m; CME could lose business
Derivatives trading rises in North American regional crudes
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
Basis trading to emerge in European gas
Natural gas basis swaps increasingly used in over-the-counter market and could eventually trade on exchanges
European issuers flock to Yankee market to benefit from dollar/euro basis swaps
European issuers flock to Yankee market to benefit from dollar/euro basis swaps