NO.PZ2021030502000019
问题如下:
which of the following statements about SOFR is incorrect?
选项:
A.LIBOR lacks of underlying liquidity, and now SOFR dominates the market. B.SOFR meets a range of criteria that a robust benchmark must satisfy. C.The daily value of underlying SOFR transactions continues to rise. D.SOFR is just gaining steam in the bond market.解释:
A is correct
尽管SOFR满足作为市场比较标准的各项要求,目前市场中仍然是LIBOR为主导,因为与LIBOR挂钩的futures、swaps 依旧非常大量,远超过对应的SOFR futures 、SOFR swaps 。 所以A选项的描述是错误的。
1.既然这是又说了libor是市场里主导的,且以libor挂扣的产品量很大,那么之前说的libor缺少流动性,不就互相矛盾了吗?