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Derivatives Market Stalking Libor Turns Heads With Volume Surge – Bloomberg Law

Securities Law By Edward Bolingbroke Feb. 2, 2022, 5:17 PM Options on SOFR futures obliterated volume record Tuesday Volumes in futures on new rate reach 30% of eurodollar level The effort to eradicate U.S. dollar Libor is showing results in the derivatives market, where trading volume in options on the main successor rate surged to […]