All eyes on SOFR basis swap auction as discounting switch looms


As the market prepares to unwind basis swaps this coming weekend, CCPs and traders are hopeful that the auction process will go smoothly

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Take a Free Trial or Login
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree