SOFR trading trends show long term bias - ISDA

14th September, 2021

Radi Khasawneh
Isda.gig

Trading in interest rate derivatives that reference the US risk free rate is more skewed toward longer term contracts than the UK equivalent rate, ISDA data shows

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ABN AMRO
Bank of America
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Susquehanna
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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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