Tradition adds Ameribor to alternative rates stream

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By Ross Lancaster
03 Sep 2020

TraditionDATA, the data and analytics arm of interdealer broker Tradition, is adding Ameribor, a potential replacement rate for Libor, to a data suite that shows spreads between alternative reference rates.

In the US, the attention of market participants has focussed on regulators’ preferred option to replace dollar Libor: the Secured Overnight Financing Rate (Sofr).

But as the 2021 deadline to stop using Libor approaches, alternative rates are being marketed. An increasing number of benchmark providers are touting alternative ...

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