Staying ahead of the curve: understanding the LIBOR transition through Level 3 Data
In the third of this webinar series, Dr Elliot Banks, Chief Product Officer, BMLL, speaks with Michael Riddle, Chief Executive Officer, Eris Innovations, a product development company that created interest rate swap futures listed by CME Group.
In the webinar, they will discuss the LIBOR to SOFR transition, and how order book data and analytics can help traders manage risk amidst changing liquidity.
Key topics include:
- How futures market liquidity has evolved during the transition
- The changing market microstructure of interest rate swap futures, and what it means for best execution
- How recent volatility has impacted fixed income markets
Read more about SOFR Futures trading via MarketsMedia