Insight
London Market Monitor – 31 May 2022
Our May review of the markets and Solvency II discount rates.
Despite that ESTR swaps trading volumes went above 20bln EUR in January, the trade count dropped from 140 to 100 compared to a previous month. The ratio of SONIA to GBP LIBOR trade count continues to rise: SONIA swaps with 5Y, 10Y and 30Y tenors account now for almost 50% of GBP LIBOR swaps.
Insight
Our May review of the markets and Solvency II discount rates.
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