Please contact [email protected] to find out more. On 3 June, the NY Fed reportedly set SOFR for 31 May by conducting a market survey of dealers instead of the usual process using tri-party repo data. The NYFed's decision to use this method was first reported on in Bloomberg Markets and confirmed by Reuters.
On 3 June, the NY Fed reportedly set SOFR for 31 May by conducting a market survey of dealers instead of the usual process using tri-party repo data. The NYFed's decision to use this method was first reported on in Bloomberg Markets and confirmed by Reuters.