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Sonia’s greatest hit

Swaps trades referencing the Sterling Overnight Index Average (Sonia) soared to at least four year highs in early January, according to data from the Depository Trust & Clearing Corporation’s (DTCC) trade repository. The £174 billion ($226 billion) and £154 billion in notional traded on January 9 and January 10, respectively, made the days both the largest single and largest consecutive trading days for Sonia-referencing swaps since at least the start of 2016, and possibly all-time for trades reported to the DTCC.

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