What do you think of an index of of indices @karolkarpinski?
CME's BSBY futures announcement is notable for a few reasons: 1) Shows SOFR isn't fully satisfying the market 2) Gives BBG an opening as an index provider 3) ICE may follow up with a SONIA supplement Even more important considering the growing inflation/rising rates story.pic.twitter.com/Uqym9bgwa3
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"We call them 'synthetic indices'." "Thats f*&^ing nuts!" "No, it's awesome."pic.twitter.com/v7Mn9aANIY
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BBG has been in the index game for a while now
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Correct, my point is This BBG index is connected to a part of the market they weren’t previously exposed to (CME futures). Eurodollar prices off LIBOR (ICE index) SOFR prices of SOFR (Fed index) BSBY prices off BBG index Market moving from ICE to BBG potentially
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