Jun-19 SOFR Market Adoption
As part of our ongoing efforts to help you monitor the potential replacement of LIBOR and/or OIS by newly designated alternative reference rates (ARR), we have summarized the latest market activity for the ARR for USD LIBOR, SOFR. Further details about these market changes are available in our LIBOR Replacement Watchlist.
You can also download this market summary.
SOFR Swap Trading-to-date
SOFR-based OIS trading grew dramatically in the second quarter of 2019 and both notional and trade count continue to grow for OIS and Basis Swaps. See ISDA Analysis for more details.
| 31-Aug-2018 | 14-Sep-2018 | 21-Sep-2018 | 28-Sep-2018 | 05-Oct-2018 | 12-Oct-2018 | 19-Oct-2018 | 26-Oct-2018 | 02-Nov-2018 | 09-Nov-2018 | 16-Nov-2018 | 23-Nov-2018 | 30-Nov-2018 | 07-Dec-2018 | 14-Dec-2018 | 21-Dec-2018 | 28-Dec-2018 | 04-Jan-2019 | 11-Jan-2019 | 18-Jan-2019 | 25-Jan-2019 | 01-Feb-2019 | 08-Feb-2019 | 15-Feb-2019 | 22-Feb-2019 | 01-Mar-2019 | 08-Mar-2019 | 15-Mar-2019 | 22-Mar-2019 | 29-Mar-2019 | 05-Apr-2019 | 12-Apr-2019 | 19-Apr-2019 | 26-Apr-2019 | 03-May-2019 | 10-May-2019 | 17-May-2019 | 24-May-2019 | 31-May-2019 | 07-Jun-2019 | 14-Jun-2019 | 21-Jun-2019 | 28-Jun-2019 | 05-Jul-2019 | 12-Jul-2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SOFR OIS | 0.1 | 0.1 | 0.1 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 1.7 | 1.7 | 1.8 | 3 | 3.6 | 3.6 | 3.8 | 3.8 | 3.8 | 3.8 | 5.1 | 6.6 | 8.9 | 10.7 | 11.9 | 12.2 | 12.5 | 12.8 | 13 | 13.2 | 22.2 | 23.4 | 24.2 | 35.4 | 37.1 | 37.8 | 45 | 46.1 | 50 | 61.4 | 82.8 | 83.5 | 86.5 | 87.5 | 90.1 | 99.3 | 119.3 |
| SOFR Basis Swaps | 1.4 | 1.4 | 1.4 | 1.4 | 1.6 | 1.6 | 1.8 | 1.8 | 2.0 | 2.0 | 2.0 | 2.0 | 2.4 | 2.4 | 2.4 | 2.5 | 2.5 | 2.5 | 2.5 | 2.5 | 2.7 | 2.7 | 2.8 | 3.1 | 3.1 | 63 | 64 | 65 | 67 | 70 | 72 | 106 | 113 | 120 | 130 | 141 | 148 | 152 | 161 | 174 | 187 | 198 | 205 | 215 | 230 |
| 31-Aug-2018 | 14-Sep-2018 | 21-Sep-2018 | 28-Sep-2018 | 05-Oct-2018 | 12-Oct-2018 | 19-Oct-2018 | 26-Oct-2018 | 02-Nov-2018 | 09-Nov-2018 | 16-Nov-2018 | 23-Nov-2018 | 30-Nov-2018 | 07-Dec-2018 | 14-Dec-2018 | 21-Dec-2018 | 28-Dec-2018 | 04-Jan-2019 | 11-Jan-2019 | 18-Jan-2019 | 25-Jan-2019 | 01-Feb-2019 | 08-Feb-2019 | 15-Feb-2019 | 22-Feb-2019 | 01-Mar-2019 | 08-Mar-2019 | 15-Mar-2019 | 22-Mar-2019 | 29-Mar-2019 | 05-Apr-2019 | 12-Apr-2019 | 19-Apr-2019 | 26-Apr-2019 | 03-May-2019 | 10-May-2019 | 17-May-2019 | 24-May-2019 | 31-May-2019 | 07-Jun-2019 | 14-Jun-2019 | 21-Jun-2019 | 28-Jun-2019 | 05-Jul-2019 | 12-Jul-2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SOFR OIS | 2 | 2 | 2 | 3 | 3 | 3 | 3 | 4 | 6 | 7 | 9 | 19 | 23 | 23 | 24 | 24 | 24 | 24 | 31 | 37 | 45 | 53 | 59 | 61 | 62 | 63 | 64 | 65 | 67 | 70 | 72 | 106 | 113 | 120 | 130 | 141 | 148 | 152 | 161 | 174 | 187 | 198 | 205 | 215 | 230 |
| SOFR Basis Swaps | 12 | 12 | 12 | 12 | 16 | 16 | 21 | 21 | 24 | 24 | 25 | 25 | 27 | 27 | 27 | 28 | 28 | 28 | 29 | 29 | 32 | 32 | 33 | 39 | 39 | 40 | 47 | 49 | 49 | 51 | 55 | 60 | 65 | 66 | 72 | 84 | 87 | 87 | 89 | 91 | 95 | 95 | 104 | 105 | 114 |
ISDA Analysis on SOFR Swaps. (For trades reported to DTCC and Bloomberg SDRs which are required to be disclosed under US regulatory guidelines.)
SOFR Futures Trading-to-date
SOFR futures trading volume slowed somewhat in the second quarter of the year but OI continues its upward trend. For more details, check out the latest SOFR futures recap from the CME.
CME Futures Volume Chart
SOFR-based Debt Issuances-to-date
SOFR-based debt issuances had a blockbuster month in June ($36 billion) and the tenors continue to lengthen. Overall, $148 billion of SOFR-based debt has been issued to-date by 27 institutions.
SOFR Debt Issuances-to-date. Sources: CME, Bloomberg
| 6174468H5 | Morgan Stanley | 7.5 | 10-Jun-2019 | 37 | 83 | Qtrly |
| 3814267X7 | Goldman Sachs Bank USA/New York NY | 10 | 24-May-2019 | 24 | 60 | Qtrly |
| AZ0961583 | European Investment Bank | 10 | 18-Jun-2019 | 36 | 29 | Qtrly |
| 298785HU3 | European Investment Bank | 10 | 05-Dec-2018 | 35 | 32 | Qtrly |
| 94988J5S2 | Wells Fargo Bank NA | 10 | 25-Sep-2018 | 18 | 48 | Qtrly |
| 459058GK3 | International Bank for Reconstruction & Development | 10 | 21-Aug-2018 | 24 | 22 | Qtrly |
| 3130AGN35 | Federal Home Loan Banks | 30 | 21-Jun-2019 | 12 | 3.5 | Qtrly |
| 3130AGMZ5 | Federal Home Loan Banks | 38.5 | 20-Jun-2019 | 6 | 1 | Qtrly |
| 59217GCQ0 | Metropolitan Life Global Funding I | 10 | 07-Sep-2018 | 24 | 57 | Qtrly |
| AX5234981 | Landeskreditbank Baden-Wuerttemberg Foerderbank | 5 | 15-Mar-2019 | 37 | 35 | Qtrly |
| 17325FAW8 | Citibank NA | 10 | 13-Mar-2019 | 24 | 60 | Qtrly |
| 3136G4TH6 | Federal National Mortgage Association | 15 | 30-Jul-2018 | 18 | 16 | Qtrly |
| 3130AGMU6 | Federal Home Loan Banks | 15 | 18-Jun-2019 | 7 | 0.5 | Qtrly |
| 3130AGPH2 | Federal Home Loan Banks | 16 | 28-Jun-2019 | 9 | 3 | Qtrly |
| 48125LRR5 | JPMorgan Chase Bank NA | 8 | 19-Oct-2018 | 24 | 55 | Qtrly |
| 06050TMM1 | Bank of America NA | 2.5 | 21-Jun-2019 | 24 | 55 | Qtrly |
| 3130AGPJ8 | Federal Home Loan Banks | 22.5 | 28-Jun-2019 | 15 | 4.5 | Qtrly |
| 3130AGKE4 | Federal Home Loan Banks | 15 | 03-Jun-2019 | 15 | 4 | Qtrly |
| 29878TDE1 | European Investment Bank | 10 | 18-Jun-2019 | 36 | 29 | Qtrly |
| 3130AGGX7 | Federal Home Loan Banks | 27.5 | 21-May-2019 | 9 | 2 | Qtrly |
| 3130AGQA6 | Federal Home Loan Banks | 25 | 10-Jul-2019 | 24 | 7.5 | Qtrly |
| 59217GCY3 | Metropolitan Life Global Funding I | 12.5 | 28-May-2019 | 24 | 50 | Qtrly |
| 3134GTZR7 | Federal Home Loan Mortgage Corp | 21 | 08-Jul-2019 | 12 | 2 | Qtrly |
| 3130AGEU5 | Federal Home Loan Banks | 20 | 08-May-2019 | 12 | 3.5 | Qtrly |
| 3130AFFW2 | Federal Home Loan Banks | 25 | 15-Nov-2018 | 12 | 6.5 | Qtrly |
| 3135G0V67 | Federal National Mortgage Association | 25 | 30-Apr-2019 | 18 | 7.5 | Qtrly |
| 00828EDE6 | African Development Bank | 1.5 | 06-Dec-2018 | 24 | 32 | Qtrly |
| 3130AG2E4 | Federal Home Loan Banks | 32.5 | 08-Mar-2019 | 9 | 3 | Qtrly |
| 22549LSD8 | Credit Suisse AG/New York NY | 2.5 | 02-Jul-2019 | 13 | 32 | Monthly |
| 3130AGLX1 | Federal Home Loan Banks | 22 | 11-Jun-2019 | 6 | 0 | Qtrly |
| 3130AGQB4 | Federal Home Loan Banks | 25 | 10-Jul-2019 | 3 | 0.5 | At End |
| 40054PCE3 | Goldman Sachs Bank USA/New York NY | 1 | 20-Jun-2019 | 12 | 25 | Qtrly |
| 3135G0U68 | Federal National Mortgage Association | 15 | 30-Oct-2018 | 12 | 7 | Qtrly |
| 3134GTZV8 | Federal Home Loan Mortgage Corp | 23.75 | 10-Jul-2019 | 12 | 2 | n/a |
| 3130AG4G7 | Federal Home Loan Banks | 25 | 20-Mar-2019 | 6 | 2.5 | Qtrly |
| 59217HBT3 | Metropolitan Life Global Funding I | 10 | 07-Sep-2018 | 24 | 57 | Qtrly |
| 06370RZZ5 | Bank of Montreal/Chicago IL | 7.8 | 09-May-2019 | 12 | 23 | Qtrly |
| 22549LRK3 | Credit Suisse AG/New York NY | 10.4 | 03-Jan-2019 | 6 | 45 | Monthly |
| 22549LWP6 | Credit Suisse AG/New York NY | 8.89 | 11-Mar-2019 | 12 | 38 | Monthly |
| 3130AFQY6 | Federal Home Loan Banks | 10 | 17-Jan-2019 | 12 | 5 | n/a |
| 3130AGA70 | Federal Home Loan Banks | 15 | 05-Apr-2019 | 18 | 10.5 | Qtrly |
| 3130AFWY9 | Federal Home Loan Banks | 25.5 | 21-Feb-2019 | 12 | 3.5 | n/a |
| 3135G0U76 | Federal National Mortgage Association | 15 | 30-Oct-2018 | 18 | 10 | Qtrly |
| 22549LRM9 | Credit Suisse AG/New York NY | 1.5 | 13-Jun-2019 | 12 | 26 | Monthly |
| 3130AGM85 | Federal Home Loan Banks | 29 | 14-Jun-2019 | 24 | 7.5 | Qtrly |
| 22549LRT4 | Credit Suisse AG/New York NY | 8.79 | 04-Jan-2019 | 6 | 45 | Monthly |
| 3136G4TG8 | Federal National Mortgage Association | 20 | 30-Jul-2018 | 12 | 12 | n/a |
| 40054PDA0 | Goldman Sachs Bank USA/New York NY | 1.3 | 24-Jun-2019 | 12 | 25 | Qtrly |
| 22549LSR7 | Credit Suisse AG/New York NY | 3.855 | 08-Jul-2019 | 12 | 28 | n/a |
| 3130AFVU8 | Federal Home Loan Banks | 15 | 13-Feb-2019 | 9 | 1 | n/a |
| 22549LRR8 | Credit Suisse AG/New York NY | 3.5 | 19-Jun-2019 | 12 | 30 | Monthly |
| 3130AFXS1 | Federal Home Loan Banks | 52.5 | 27-Feb-2019 | 6 | 2 | Qtrly |
| 22549LLZ6 | Credit Suisse AG/New York NY | 2.71 | 05-Oct-2018 | 12 | 38 | n/a |
| 3130AGAF2 | Federal Home Loan Banks | 25.5 | 09-Apr-2019 | 6 | 3 | Qtrly |
| 3130AG3Q6 | Federal Home Loan Banks | 30 | 15-Mar-2019 | 24 | 11.5 | n/a |
| 3130AG5G6 | Federal Home Loan Banks | 42.5 | 27-Mar-2019 | 12 | 6.5 | Qtrly |
| 46849LTJ0 | Jackson National Life Global Funding | 3 | 11-Jun-2019 | 24 | 50 | Qtrly |
| 13606B2E5 | Canadian Imperial Bank of Commerce/New York NY | 2.45 | 13-Jun-2019 | 12 | 21 | Monthly |
| 3134GTSL8 | Federal Home Loan Mortgage Corp | 20.15 | 05-Jun-2019 | 12 | 2 | Qtrly |
| 3134GSR80 | Federal Home Loan Mortgage Corp | 3.4 | 11-Jan-2019 | 6 | 1 | Qtrly |
| 31422BGW4 | Federal Agricultural Mortgage Corp | 0.25 | 21-Jun-2019 | 18 | 8 | Qtrly |
| 3135G0V26 | Federal National Mortgage Association | 20 | 30-Jan-2019 | 18 | 6 | Qtrly |
| 22549LRZ0 | Credit Suisse AG/New York NY | 0.75 | 27-Jun-2019 | 13 | 32 | Monthly |
| 3130AGD85 | Federal Home Loan Banks | 12.5 | 30-Apr-2019 | 4 | 1 | Qtrly |
| 3134GTCC5 | Federal Home Loan Mortgage Corp | 5.37 | 01-Apr-2019 | 6 | 3 | Qtrly |
| 3133EKDM5 | Federal Farm Credit Banks | 5 | 18-Mar-2019 | 24 | 12 | Qtrly |
| 40054PAK1 | Goldman Sachs Bank USA/New York NY | 0.5 | 28-Jun-2019 | 12 | 25 | Qtrly |
| 40054PCJ2 | Goldman Sachs Bank USA/New York NY | 0.5 | 20-Jun-2019 | 15 | 30 | Qtrly |
| 3134GTPW7 | Federal Home Loan Mortgage Corp | 10.5 | 21-May-2019 | 15 | 3 | Qtrly |
| 3130AFS73 | Federal Home Loan Banks | 15 | 24-Jan-2019 | 18 | 7.5 | Qtrly |
| 13606B2D7 | Canadian Imperial Bank of Commerce/New York NY | 3.75 | 13-Jun-2019 | 9 | 16 | Monthly |
| 3130AFK22 | Federal Home Loan Banks | 20.5 | 10-Dec-2018 | 9 | 6 | Qtrly |
| 3134GTLX9 | Federal Home Loan Mortgage Corp | 10.25 | 01-May-2019 | 6 | 1 | Qtrly |
| 3133EJ6X2 | Federal Farm Credit Banks | 5 | 06-Feb-2019 | 12 | 3 | Qtrly |
| 3133EKQD1 | Federal Farm Credit Banks | 5 | 10-Jun-2019 | 24 | 8 | Qtrly |
| 3130AFQX8 | Federal Home Loan Banks | 17.5 | 17-Jan-2019 | 6 | 2 | Qtrly |
| 78012UPG4 | Royal Bank of Canada/New York NY | 1 | 03-May-2019 | 12 | 23 | Qtrly |
| 31422BHG8 | Federal Agricultural Mortgage Corp | 0.25 | 27-Jun-2019 | 15 | 6 | Qtrly |
| 3133EKHC3 | Federal Farm Credit Banks | 5 | 15-Apr-2019 | 21 | 10.5 | Qtrly |
| 3130AFK30 | Federal Home Loan Banks | 15.5 | 10-Dec-2018 | 18 | 11 | Qtrly |
| 89117BAH1 | Toronto-Dominion Bank/The | 1 | 14-Jun-2019 | 24 | 61 | Qtrly |
| 48125LRT1 | JPMorgan Chase Bank NA | 2.5 | 19-Feb-2019 | 24 | 61 | Qtrly |
| 40054PCA1 | Goldman Sachs Bank USA/New York NY | 1 | 18-Jun-2019 | 12 | 25 | Qtrly |
| 3134GTUY7 | Federal Home Loan Mortgage Corp | 10 | 14-Jun-2019 | 24 | 6 | Qtrly |
| 3134GTQA4 | Federal Home Loan Mortgage Corp | 10.3 | 21-May-2019 | 9 | 1 | Qtrly |
| 59217HCD7 | Metropolitan Life Global Funding I | 6 | 07-Jun-2019 | 24 | 50 | Qtrly |
| 63873NZ38 | Natixis SA/New York NY | 5 | 06-Jun-2019 | 12 | 30 | Monthly |
| 40054PBA2 | Goldman Sachs Bank USA/New York NY | 1.5 | 24-May-2019 | 12 | 28 | Qtrly |
| 3134GTUZ4 | Federal Home Loan Mortgage Corp | 12.75 | 14-Jun-2019 | 18 | 4 | Qtrly |
| 40054PBS3 | Goldman Sachs Bank USA/New York NY | 1 | 12-Jun-2019 | 24 | 50 | Qtrly |
| 3134GSY90 | Federal Home Loan Mortgage Corp | 9.85 | 05-Feb-2019 | 6 | -1 | Qtrly |
| 891160RQ8 | Toronto-Dominion Bank/The | 0.5 | 12-Mar-2019 | 24 | 61 | Qtrly |
| 63873NW23 | Natixis SA/New York NY | 0.3 | 17-May-2019 | 4 | 11 | Monthly |
| 63873NN23 | Natixis SA/New York NY | 2.65 | 13-Mar-2019 | 12 | 34 | Monthly |
| 40054PED3 | Goldman Sachs Bank USA/New York NY | 2 | 28-Jun-2019 | 12 | 25 | Qtrly |
| 59217GCW7 | Metropolitan Life Global Funding I | 2.65 | 15-Jan-2019 | 24 | 85 | Qtrly |
| 31422BGT1 | Federal Agricultural Mortgage Corp | 0.5 | 17-Jun-2019 | 22 | 10 | Qtrly |
| 40054PDE2 | Goldman Sachs Bank USA/New York NY | 0.3 | 26-Jun-2019 | 15 | 30 | Qtrly |
| 22549LSK2 | Credit Suisse AG/New York NY | 3.25 | 08-Jan-2019 | 12 | 55 | Monthly |
| 63873N2C4 | Natixis SA/New York NY | 1.25 | 12-Jun-2019 | 18 | 43 | Monthly |
| 31422BHP8 | Federal Agricultural Mortgage Corp | 0.5 | 02-Jul-2019 | 15 | 7 | Qtrly |
| 63873N2B6 | Natixis SA/New York NY | 1 | 11-Jun-2019 | 12 | 26 | Monthly |
| 3133EKKV7 | Federal Farm Credit Banks | 5 | 10-May-2019 | 24 | 10 | Qtrly |
| 22549LWH4 | Credit Suisse AG/New York NY | 2.93 | 04-Apr-2019 | 13 | 38 | Monthly |
| 59217HCB1 | Metropolitan Life Global Funding I | 3.25 | 28-May-2019 | 24 | 50 | Qtrly |
| 22549LVB8 | Credit Suisse AG/New York NY | 5.25 | 07-Feb-2019 | 13 | 41 | Monthly |
| 06370RA41 | Bank of Montreal/Chicago IL | 2.4 | 09-May-2019 | 9 | 17 | Qtrly |
| 60710A3B6 | Mizuho Bank Ltd/New York NY | 2 | 22-Feb-2019 | 6 | 25 | Monthly |
| 78012UPT6 | Royal Bank of Canada/New York NY | 0.5 | 10-Jun-2019 | 12 | 19 | Qtrly |
| 22549LUV5 | Credit Suisse AG/New York NY | 0.4 | 13-Mar-2019 | 4 | 12 | Monthly |
| 40054PBN4 | Goldman Sachs Bank USA/New York NY | 2 | 10-Jun-2019 | 18 | 40 | Qtrly |
| 3133EKHW9 | Federal Farm Credit Banks | 2 | 22-Apr-2019 | 37 | 20 | Qtrly |
| 13606B2F2 | Canadian Imperial Bank of Commerce/New York NY | 1.285 | 13-Jun-2019 | 6 | 11 | Monthly |
| 06370RD22 | Bank of Montreal/Chicago IL | 2.925 | 06-Jun-2019 | 12 | 20 | Qtrly |
| 31422BDQ0 | Federal Agricultural Mortgage Corp | 0.8 | 18-Mar-2019 | 12 | 5 | Qtrly |
| 3134GS4K8 | Federal Home Loan Mortgage Corp | 10 | 28-Feb-2019 | 12 | 2 | Qtrly |
| 94989RW79 | Wells Fargo Bank NA | 1.25 | 21-Sep-2018 | 12 | 35 | Monthly |
| 31422BGM6 | Federal Agricultural Mortgage Corp | 0.5 | 07-Jun-2019 | 24 | 11 | Qtrly |
| 3134GTSM6 | Federal Home Loan Mortgage Corp | 20.5 | 06-Jun-2019 | 15 | 3 | Qtrly |
| 22549LSU0 | Credit Suisse AG/New York NY | 4.95 | 01-Apr-2019 | 6 | 24 | Monthly |
| 40054PBE4 | Goldman Sachs Bank USA/New York NY | 1.55 | 03-Jun-2019 | 18 | 40 | Qtrly |
| 22549LUX1 | Credit Suisse AG/New York NY | 0.65 | 06-Feb-2019 | 6 | 22 | Monthly |
| 46849MBG3 | Jackson National Life Global Funding | 3 | 11-Jun-2019 | 24 | 50 | Qtrly |
| 3134GS5K7 | Federal Home Loan Mortgage Corp | 2.12 | 05-Mar-2019 | 6 | 0.5 | Qtrly |
| 3134GTPQ0 | Federal Home Loan Mortgage Corp | 10.3 | 22-May-2019 | 12 | 2.5 | Qtrly |
| AV1597203 | Landeskreditbank Baden-Wuerttemberg Foerderbank | 0.17 | 31-Oct-2018 | 12 | 27 | Qtrly |
| 22549LVL6 | Credit Suisse AG/New York NY | 5.25 | 01-May-2019 | 13 | 37 | Monthly |
| 891160RU9 | Toronto-Dominion Bank/The | 1.37 | 07-Jun-2019 | 24 | 65 | Qtrly |
| 3134GTSS3 | Federal Home Loan Mortgage Corp | 21 | 06-Jun-2019 | 15 | 3 | Qtrly |
| 31422BFE5 | Federal Agricultural Mortgage Corp | 0.25 | 03-May-2019 | 12 | 7 | Qtrly |
| 3134GTLW1 | Federal Home Loan Mortgage Corp | 10 | 01-May-2019 | 9 | 2 | Qtrly |
| 3134GTDA8 | Federal Home Loan Mortgage Corp | 5.65 | 05-Apr-2019 | 12 | 5.5 | Qtrly |
| 59217HBZ9 | Metropolitan Life Global Funding I | 2.65 | 15-Jan-2019 | 24 | 85 | Qtrly |
| 22549LWV3 | Credit Suisse AG/New York NY | 0.7 | 04-Apr-2019 | 6 | 20 | Monthly |
| 22549LYJ8 | Credit Suisse AG/New York NY | 1.75 | 10-Apr-2019 | 6 | 19 | Monthly |
| 59217HCC9 | Metropolitan Life Global Funding I | 3.25 | 05-Jun-2019 | 24 | 50 | Qtrly |
| 3134GTNF6 | Federal Home Loan Mortgage Corp | 12 | 08-May-2019 | 12 | 3 | Qtrly |
| 3133EKLP9 | Federal Farm Credit Banks | 1.54 | 16-May-2019 | 37 | 17 | Qtrly |
| 3134GTLV3 | Federal Home Loan Mortgage Corp | 22.5 | 01-May-2019 | 12 | 4 | Qtrly |
| 22549LRY3 | Credit Suisse AG/New York NY | 1 | 15-Mar-2019 | 12 | 35 | Monthly |
| 40054PBJ3 | Goldman Sachs Bank USA/New York NY | 2 | 10-Jun-2019 | 12 | 25 | Qtrly |
| 22549LRX5 | Credit Suisse AG/New York NY | 1 | 04-Jan-2019 | 12 | 57 | Monthly |
| 3134GTLJ0 | Federal Home Loan Mortgage Corp | 22.5 | 29-Apr-2019 | 12 | 4 | Qtrly |
| 3134GTPS6 | Federal Home Loan Mortgage Corp | 1 | 22-May-2019 | 6 | 0 | Qtrly |
| 3134GTC43 | Federal Home Loan Mortgage Corp | 10.1 | 11-Jul-2019 | 9 | 0 | Qtrly |
| 3133EKUW4 | Federal Farm Credit Banks | 5 | 15-Jul-2019 | 24 | 7.5 | Qtrly |
| 78012UQD0 | Royal Bank of Canada/New York NY | 2.97 | 09-Jul-2019 | 12 | 24 | Qtrly |
| 40054PEE1 | Goldman Sachs Bank USA/New York NY | 1 | 11-Jul-2019 | 12 | 25 | Qtrly |
| 3134GTD26 | Federal Home Loan Mortgage Corp | 1 | 12-Jul-2019 | 18 | 3 | Qtrly |
| 22532XMH8 | Credit Agricole Corporate and Investment Bank/New York | 1.1 | 12-Jul-2019 | 7 | 15 | Monthly |
About Epsilon Technologies Group
Epsilon is a vibrant capital markets technology solutions and services firm serving small and medium-sized financial institutions such as regional banks, Government-Sponsored Enterprises, and Federal Home Loan Banks. The Group’s deep expertise embraces every aspect of software development, products, data, technologies, and consulting. Epsilon offers ETS and Principia Analytic System as licensed products, and various innovative bespoke solutions across a broad set of capital markets domains. Epsilon also offers a full range of consulting services, including implementation, advisory, analytics, risk management, accounting, and data modeling.
