London Market Monitor – 31 August 2022
Our August review of the markets and Solvency II discount rates.
Our monthly report reviews main metrics for total liquidity for interest rate and overnight indexed swaps, and for those same categories by tenor. The report includes graphs on monthly trading volumes and trade counts. Analysis breaks down via currencies, such as Euribor and ESTR (euro short-term rates), and GBP LIBOR (London Inter-bank Offered Rate) and SONIA (Sterling Over Night Indexed Average).