25 new USD SOFR Butterfly Spreads added to package

Popup Text

By Ian Sams

February 13, 2023

Popup Title

Etiam accumsan urna a mauris dapibus, nec aliquet nunc convallis. Phasellus eget justo et libero ultrices posuere. Cras euismod, arcu nec congue convallis, ipsum nunc cursus nibh, vel condimentum sapien orci non libero. Integer ullamcorper felis sit amet felis placerat, eu convallis lorem iaculis.

"*" indicates required fields

As a result of continued dominance in the USD Inter-Dealer market, in which Tradition has a 38.5% market share*, TraditionData has released a set of 25 USD SOFR Butterfly Spreads.

The SOFR butterflies range from 2Yx3Yx4Y out to 30Yx35Yx40Y tenors and complement Tradition’s 55% market share* in this product.

The data can be delivered directly from TraditionData, or via one of our distribution partners – Bloomberg and Refinitiv.

As a business we are continually looking to improve our data offering to customers by integrating analytically driven pricing to our already strong desk curves. We provide consistent, high-quality financial market data that reflects real price interest in global OTC swaps markets, covering FX & Money Markets, Interest Rate Derivatives, Credit & Fixed Income, and Energy & Commodities

*based on January 2023 D2D SEF reported Notional to DV01 numbers