Swaps Data: SOFR Swaps slip, Futures flip Amir Khwaja on Swaps Review | March 12, 2019 2 comments My monthly Swaps Review in Risk Magazine looks at: Volumes in SOFR Futures SOFR Swaps AONIA and SONIA Swaps Volumes and tenors traded Volumes in EONIA and FedFund Swaps Please click here for free access to the full article on Risk.net.