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CME Group offers 39 quarterly and 13 monthly SOFR futures contracts based on the Secured Overnight Financing Rate, a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. Learn about the contract specifications, trade data, and how to trade SOFR futures alongside other interest rate products.
- Term Sofr Reference Rates
CME Term SOFR Rates are derived from CME SOFR futures, an...
- Inter-Commodity Spreads
CME Globex listed Inter-Commodity Spreads (ICS) on Interest...
- Term Sofr Reference Rates
2 dni temu · Learn about the liquidity, flexibility and features of Three-Month SOFR futures and options, the primary benchmark for USD short-term interest rates. Explore products, courses, tools and resources for trading SOFR across the forward curve and against other rates.
17 kwi 2024 · CME Term SOFR Rates are derived from CME SOFR futures, an increasingly robust and resilient underlying data set. Bolstered by a deep and diverse pool of market participants, volume in CME SOFR futures contracts underpinning CME Term SOFR calculations (first 13 SR1 and first 5 SR3) averaged $2.3 trillion in representative notional per day in Q4 ...
18 wrz 2024 · Launched in May 2018, CME Group SOFR futures have broad participation from global banks, hedge funds, asset managers, principal trading firms and other types of traders.
9 wrz 2021 · CME Group is the only entity to offer Eurodollar futures and options, a holistic SOFR solution that includes SOFR futures, options, cleared swaps and Term SOFR, as well as BSBY futures ensuring market participants have a choice of deeply liquid risk management tools.
11 lut 2022 · CME Group announced that SOFR futures and options set multiple records on February 10, 2022, as SOFR-based liquidity continues to grow. SOFR futures and options are listed with and subject to the rules of CME Group, the world's leading derivatives marketplace.
18 wrz 2024 · CME. CHICAGO, Sept. 18, 2024 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today announced that its deeply liquid SOFR futures reached a new, all-time record...
