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Philippines readies new swaps benchmark

Philippine peso rates market has been without an interest rate benchmark since June 2023

Variable reverse repo rateBangko sentral ng philipinas bspCentral bank of the philippinesNterest rate swapsInterest rate derivativesCross currency swapsPhilippine pesoRisk free rates rfrs

Canadian MMFs face yield squeeze on CDOR s demise

High-yielding BA notes will disappear from the market in June with no clear replacement at hand

Walter posiewkoBankers acceptanceAsset managementTmx groupMontreal exchangeBank of canada bocRisk free rates rfrsOney market funds mmfs

Polish benchmark transition hits new snag

Compounded index suspended over data errors as Wibor extension reopens successor debate

Warsaw interbank offered rateWarsaw interest rate overnightRisk free rates rfrsInterest rate derivativesNterest rate swaps

Term SOFR derivatives creep into US fund holdings

Global Atlantic shows sizeable swaps position against the new benchmark as other managers ease into trading

Axonic capitalNorth americaNited states usInterest rate derivativesNterest rate swapsRisk free rates rfrs

Europe s half-baked benchmark switch leaves some dissatisfied

Users frustrated by narrow scope of euro transition, but replacing Euribor was never a euro group objective

United kingdomEuropean money markets instituteEuropean unionEuropean central bankSecured overnight financing rateEuropean central bank ecbEuropean money markets institute emmiRisk free rates rfrsEuro short term rate strSur take

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