SOFR-联邦基金利率基差交易涌现，之前成交量创历史新高

Core Insights - The significant increase in positions for the September 2025 Federal Funds futures and one-month SOFR futures indicates active basis trading in the market [1] - On Thursday, May 29, there was a notable buying activity in the basis trading volume for near-month contracts [1] - A court ruling that blocked certain import tariffs imposed by President Trump has contributed to a decrease in risk exposure for U.S. Treasury futures when adjusted for roll [1]