CME Group: Now Available: SOFR Futures Based on extensive customer input, CME Group has launched 3-Month and 1-Month SOFR futures contracts. Endorsed by the Alternative Reference Rate Committee (ARRC) in June 2017, the Secured Overnight Financing Rate (SOFR) is a broad Treasuries overnight repo financing rate published by the Federal Reserve Bank of New York...
CME SOFR Futures
- Post published:May 17, 2018
- Post category:Member Announcements