SOFR Swaps at D2D venues were usually spreadover, butterfly, curve switch or CCP switch packages. On D2C venues, spot-starting SOFR swaps were dominated by outright trades. As well as spot-starters, forward, IMM and MAC SOFR swaps also trade in significant numbers on D2C venues (unlike D2D venues). Continue reading for the charts, tables, and details. Background This post iterates, for […]