London Market Monitor – 31 August 2022
Our August review of the markets and Solvency II discount rates.
Our monthly report reviews 20 charts showing the main metrics for total liquidity for interest rate and overnight indexed swaps, and for those same categories by tenor. Analysis breaks down via currencies, such as EURIBOR and Euro Short-Term Rates ESTR (ESTR), and GBP London Inter-bank Offered Rate (LIBOR) and Sterling Over Night Indexed Average (SONIA). We note: