RFR Resource Center

LIBOR Transition

Leverage Our Deep Regulatory Experience

As the move away from LIBOR to other risk-free reference rates picks up speed, Tradeweb is here to help with the transition. We draw on our extensive experience of regulatory reform from Dodd-Frank to MiFID II and beyond, to guide our clients through the uncertainty of derivatives market structure reforms with ease.

One Stop for Reference Rate Resources

You will find everything consolidated in a single place to help you prepare for LIBOR cessation at the end of 2021 in Europe and Asia, and up to June 2023 in the U.S.. Be sure to check back regularly as we chart the monthly progress of the transition across global currencies and share our latest insights into ways to ensure your readiness.

Transition Progress

Pain-Free Switching

We’re here to help you switch reference rates. Our innovative NPV list trading tool helps easily move cleared interest rate swaps (IRS) positions out of current reference rates such LIBOR or EURIBOR, into the risk-free SONIA ESTR, SOFR, SARON and TONA benchmarks.

The tool also facilitates switching clearinghouse, re-couponing, portfolio compression, compaction, as well as trading multiple asset classes in one list.

REFERENCE RATE SWITCH

List Trading Tools

EASILY SWITCH BETWEEN INDICES IN THESE CURRENCIES

  • USD
    USD
    SOFR
  • GBP
    GBP
    SONIA
  • EUR
    EUR
    €STR
  • JPY
    JPY
    TONA
  • CHF
    CHF
    SARON
  • SGD
    SGD
    SORA

Timeline for Transition

Industry Resources

ISDA

Benchmark Reform and Transition from LIBOR InfoHub. More

New York Fed

Alternative Reference Rates Committee (ARRC). More

CFTC

Market Risk Advisory Committee. More

Latest Insights

Awards

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