SwapClear Q2 2023 Highlights

Report date
Summary

LCH SwapClear met key benchmark reform milestones in Q2 2023, successfully completing both tranches of the USD LIBOR conversion, as well as the conversions of SGD SOR and THB THBFIX. This was achieved in close collaboration with our market partners, who continue to benefit from access to the market’s deepest IRS liquidity, including swaps referencing new RFRs such as SOFR. See our latest dashboard for highlights.