CAP_USD_3Y · Markets OS

MOS Markets OS
One Global Markets · PoC

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CAP_USD_3Y · USD 3Y SOFR Interest Rate Cap

Rates · Cap

Catalogue

Overview

USD 3Y SOFR Interest Rate Cap — rates instrument, base currency USD, tenor 3Y.

Specification

How this instrument is defined

Strike: 4.25
Index: SOFR
Caplets: 12
Freq: 3M

Risk factors

The market variables that move this product

USD_SWAP_CURVE USD_CAP_VOL

At a glance

Code: CAP_USD_3Y
Asset class: Rates
Type: Cap
Base currency: USD
Tenor: 3Y
Exotic: No
Status: Active

Traded against this product $90M

1 trade Blotter

Trades referencing this product

Ref	Desk	Counterparty	Direction	Notional	Status	Trade date
MOS-T-00010	Rates Trading	HSBC	Buy	$90,000,000	Booked	09 Jul 2026

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