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

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USD – SOFR data

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