SOFR swaps traded volume hit new high in January : vimarsana

SOFR swaps traded volume hit new high in January


Risk.net
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In January, $222.7 billion of swaps linked to the secured overnight funding rate (SOFR) changed hands, the highest notional volume on record, surpassing last October’s total by more than $5 billion.
The majority of SOFR-linked instruments traded last month were swaps covering the basis between SOFR and other floating rates, like Libor. Overnight index swaps (OIS) were the second-most traded, followed by SOFR cap and floor products.
Basis swaps saw particularly active trading, with volumes of
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Related Keywords

, Depository Trust Amp Clearing Corporation Dtcc , International Swaps And Derivatives Association Isda , Sofr , Interest Rate Swaps , Klibor , Risk Free Rates Rfrs , Derivatives , Risk Quantum , Regulators , வைப்புத்தொகை நம்பிக்கை ஆம்ப் அழித்தல் நிறுவனம் தட்கக் , சர்வதேச இடமாற்றுகள் மற்றும் வழித்தோன்றல்கள் சங்கம் ஈஸ்டா , ஆர்வம் ரேட் இடமாற்றுகள் , வழித்தோன்றல்கள் , ஆபத்து குவாண்டம் , கட்டுப்பாட்டாளர்கள் ,

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