USD market

Please use the information provided below to find out more on the transition to new reference rates.

LCH support for Clients in relation to the ARRC Buy-Side Practical Implementation Checklist for SOFR Adoption

LCH’s Position in respect of Pre-cessation Triggers in relation to SwapClear

Listen to David Horner, Head of Risk for Rates Services, LCH participate on Risk.net’s ‘Spotlight on SOFR’ webinar

SOFR as a benchmark - please review information provided by the ARRC and the FED

USD product eligibility presentation - download now

USD LIBOR fall back arrangements:

LCH’s position in respect of ISDA’s recommended Benchmark Fallback Approaches

ISDA final parameter

SOFR PAI / discounting transition - download now and refer to SOFR folder in the LCH secure area.

LCH clears first SOFR swaps