SOFR反弹至4.32%,SOFR期货在价差交易火爆后新增仓位
news flash·2025-06-17 14:23
Group 1 - The secured overnight financing rate (SOFR) reported at 4.32% on June 16, up from 4.28% the previous day [1] - The effective federal funds rate remained unchanged at 4.33% on June 16, consistent with the previous day [1] - Significant risk was added to the June 26 SOFR futures contract following record trading volumes on March 26 and June 26 [1] Group 2 - The largest increase in risk was observed in the 10-year Treasury futures due to price volatility on the same day [1]