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Market fragmentation – The impacts of multiple rates and conventions

Early LIBOR shift for derivatives is weighed by clearinghouses

Early LIBOR shift for derivatives is weighed by clearinghouses Bloomberg Bloomberg Views of skyscrapers from London Bridge. LIBOR s retirement has some clearing houses weighing an exit strategy. Global clearinghouses are considering whether to shift trillions of dollars of interest-rate derivatives away from the London interbank offered rate weeks before the benchmark expires. LCH Ltd. is consulting clients about an exit strategy for swaps before the possible retirement of multiple LIBOR benchmarks at year-end, according to Phil Whitehurst, head of service development, rates at SwapClear, which is part of the firm. CME Group opened a similar consultation Thursday. The proposals could address limited progress to replacement rates in the derivatives industry. LCH alone has about $150 trillion outstanding of swaps, basis swaps and forward rate agreements still referencing LIBOR. As clients make their own transition plans those numbers may fall, yet there s no guarantee it will hap

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