SOFR adoption takes off in cross currency swaps

2nd February, 2022

Radi Khasawneh
federal reserve

The use of the US risk free rate as the dollar reference rate in cross currency swaps has skyrocketed, according to Clarus Financial Technology

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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