Number of SOFR swaps traded hits new peak

Market participants traded 225 interest rate swaps linked to the secured overnight funding rate (SOFR) in the week ending September 20, the highest weekly tally on record.

The trade count had ratcheted up over the preceding weeks, with 189 swaps struck the week ending September 13 and 104 the week before that. An average of 42 SOFR swap trades have been made per week going back to July 22, 2018, when the first swaps were struck. 

The volume of trades made last week was the third largest on

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: