SOFR Swap SEF Volumes – May 2024
Continue reading for the charts, tables and details Background In February 2024, I published the blog 2023 SEF Volumes and Share in SOFR Swaps, which used data we collect, filter and enhance in our SDRView product. That blog looked at the type of SOFR Swaps that trade on Dealer-to-Dealer (D2D) and Dealer-to-Client (D2C) venues; namely Spreadovers, Curves […]