NEWSLETTER: Record SOFR OIS 1-3Y Volume in February

Submitted by greg.carter on Fri, 03/05/2021 - 20:23
SOFR Feb Growth Chart


SOFR OIS Volume in 1-3y tenors grew to a monthly record $72.1 billion in February, featuring strong growth from both OTC Swaps (up 106% from January) and Eris SOFR Swap Futures (up 214%)


Overall SOFR OIS volume jumped 67% in February to a record $170 billion notional across swaps and swap futures in all tenors, according to data from Clarus Financial Technology and CME Group


For more information Click HERE