Swaps Data: Have SOFR and Sonia swaps and futures lived up to expectations?

My monthly Swaps Review looks at open interest and volume in 2019 for:

  • SOFR Futures at CME and ICE
  • SONIA Futures at ICE, CME, CurveGlobal
  • SOFR Swaps at LCH and CME
  • SARON Swaps at LCH
  • €STR Swaps at LCH
  • GBP Libor and SONIA Swaps at LCH

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