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Proposed Release of Term (forward-looking) SOFR
CESSATION OF LIBOR
Final day for Fannie Mae and Freddie Mac to purchase LIBOR indexed loan
Both derivatives clearing houses, LCH and CME, will convert their discounting methodology for all USD based derivatives from Fed Funds to SOFR. This should create more liquidity for a SOFR swap market.
[Resources]
Final day for Fannie Mae and Freddie Mac LIBOR loans to go under application
Freddie Mac no longer quoting LIBOR indexed loans, all new quotes will be SOFR indexed
ISDA to publish definitions for fallback triggers, rates and spread adjustments
[Resources]
Bloomberg began publishing ISDA SOFR spread adjustment [Resources]
ARRC released revised fallback language recommendations for loans
[Resources]
Agency: Freddie Mac/Fannie Mae LIBOR Transition Playbook
[Resources]
NY Fed began publishing compounded averages of SOFR
[Resources]
ARRC released "Practical Implemenation Checklist" for SOFR adoption
[Resources]
LCH /CME began clearing the first SOFR swaps
NY Fed began publishing SOFR rate
[Resources]
AARC Paced Transition Plan implemented
[Resources]
SOFR chosen by ARRC as leading alternative to LIBOR
AARC formed to assess LIBOR phaseout and research alternative rate indices
