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Article: SOFR Swaps Are Trading!

17 July 2018 | ClarusFT Feed
 

We have now had six SOFR swap trades hit the SDRs. Both Basis vs Fed Funds and Outright OIS has traded. All trades have been $50m and one year maturity. It looks like they were all cleared at LCH. The first swap was done on the TP-ICAP SEF. SOFR Everything you need to know about […]

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