Markets ConversatION

Episode 60: Quick Takes: SOFR Options — How healthy is the market?

In this episode Chris Barnes discusses the health of the SOFR options market. Despite the transition from LIBOR, SOFR options have shown rapid development, nearly reaching the activity levels of the Eurodollar options market.

Chris highlights the growth and transparency challenges in the options and swaptions markets, providing insights into the volumes, strikes, and underlying trends.

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