Market Updates on the LIBOR Transition

On derivatives product, progress has been made in LIBOR transition with the implementation of ISDA 2020 IBOR Fallbacks Protocol which took effect on Jan.25, 2021 The other milestone also took place on the same day when CME provided details on methodology for transitioning Eurodollar futures and option contracts. CME aligns with ISDA in its Eurodollar […]