CME Group SOFR futures contracts reach new record

International derivatives marketplace CME Group Inc (NASDAQ:CME) has announced that its SOFR futures contracts reached a new record, surpassing one million contracts of open interest on September 15.

SOFR futures open interest reached 1,004,882 contracts on September 15th, marking its seventh-consecutive record open interest day.

Agha Mirza, CME Group Global Head of Rates and OTC Products, comments:

“We are pleased with the significant progress the market has made in adopting CME SOFR futures since we introduced these contracts nearly three and a half years ago. This milestone is reflective of the strong growth we’ve seen throughout the SOFR ecosystem since CME implemented SOFR-based fallbacks on March 29 of this year.

In August, SOFR futures volume increased 195% year over year to 125,000 contracts per day and our OTC SOFR swaps volume rose to $65 billion in notional volume cleared.”

Additionally, SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest beyond June 2023, has increased to 20.2 million contracts since the adoption of SOFR-based fallbacks. Total SOFR-linked open interest has increased to 38% of total short-term interest rate futures and options open interest at CME Group.

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.

SOFR futures and cleared OTC swaps are listed with and subject to the rules of CME.

Posted on

186 Replies to “CME Group SOFR futures contracts reach new record”

  4. I do believe all of the ideas you have offered in your post.They are very convincing and can definitely work.Still, the posts are very brief for starters. Could you please prolong them abit from subsequent time? Thanks for the post.

  14. I’m really enjoying the design and layout of your blog.It’s a very easy on the eyes which makes it much more enjoyable for me to comehere and visit more often. Did you hire out a developer tocreate your theme? Great work!

  18. Good job on this article! I really like how you presented your facts and how you made it interesting and easy to understand. Thank you.Learn more

  21. That is a really good tip especially to those fresh to the blogosphere.Short but very precise information… Many thanks for sharing this one.A must read article!

  22. scoliosisIt’s going to be finish of mine day, however before ending I am reading this fantastic postto increase my experience. scoliosis

  23. Wow that was unusual. I just wrote an incredibly long comment but after I clickedsubmit my comment didn’t show up. Grrrr… well I’m not writingall that over again. Anyway, just wanted to say fantastic blog!

  27. Have you ever heard of second life (sl for short). It is basically a game where you can do anything you want. Second life is literally my second life (pun intended lol). If you want to see more you can see these sl articles and blogs

  28. I’m not sure exactly why but this blog is loading incredibly slow for me. Is anyone else having this problem or is it a issue on my end? I’ll check back later on and see if the problem still exists.

  30. Usually I don’t read post on blogs, but I wish to say that this write-up very forced me to try and do so! Your writing style has been amazed me. Thanks, quite nice post.

  31. Great remarkable issues here. I am very satisfied to see your post. Thank you so much and i am taking a look forward to touch you. Will you kindly drop me a mail?

  33. Aw, this was an incredibly nice post. Finding the time and actual effort to create a very good articleÖ but what can I sayÖ I procrastinate a lot and never manage to get nearly anything done.

  35. Hi, I think your website might be having browser compatibility issues. When I look at your blog in Opera, it looks fine but when opening in Internet Explorer, it has some overlapping. I just wanted to give you a quick heads up! Other then that, amazing blog!

  36. Hi there, You have done a fantastic job. I will definitely digg it and individually recommend to my friends. I’m sure they’ll be benefited from this site.

  37. I am curious to find out what blog system you’re using? I’m experiencing some minor security issues with my latest site and I would like to find something more safe. Do you have any solutions?

  38. Thanks for your marvelous posting! I certainly enjoyed reading it, you are a great author.I will be sure to bookmark your blog and will eventually come back down the road. I want to encourage yourself to continue your great writing, have a nice day!

  39. It’s really a great and useful piece of info. I am glad that you shared this useful info with us. Please keep us informed like this. Thank you for sharing.

  40. Hi there! I know this is kinda off topic but I’d figured I’d ask. Would you be interested in trading links or maybe guest writing a blog post or vice-versa? My website discusses a lot of the same topics as yours and I believe we could greatly benefit from each other. If you’re interested feel free to shoot me an email. I look forward to hearing from you! Awesome blog by the way!

  41. Hey There. I found your blog using msn. This is a very well written article. I’ll make sure to bookmark it and return to read more of your useful information. Thanks for the post. I’ll definitely comeback.

  42. It’s laborious to seek out educated individuals on this topic, but you sound like you realize what you’re speaking about! Thanks

  43. Hey, you used to write great, but the last several posts have been kinda boring… I miss your super writings. Past few posts are just a bit out of track! come on!

  44. Hello! I know this is kinda off topic however , I’d figured I’d ask. Would you be interested in exchanging links or maybe guest authoring a blog article or vice-versa? My website addresses a lot of the same topics as yours and I feel we could greatly benefit from each other. If you are interested feel free to send me an email. I look forward to hearing from you! Wonderful blog by the way!

  45. In this great pattern of things you actually receive a B- with regard to effort. Where exactly you actually confused us ended up being on the specifics. As as the maxim goes, details make or break the argument.. And it could not be much more true in this article. Having said that, allow me tell you just what did do the job. Your article (parts of it) can be really persuasive and that is most likely why I am making an effort to comment. I do not really make it a regular habit of doing that. 2nd, even though I can notice a leaps in reason you make, I am not necessarily sure of exactly how you seem to connect the points that make the actual conclusion. For the moment I will, no doubt yield to your issue but wish in the future you actually link your dots much better.

  46. There are some attention-grabbing cut-off dates on this article but I don’t know if I see all of them middle to heart. There is some validity but I will take hold opinion until I look into it further. Good article , thanks and we would like more! Added to FeedBurner as effectively

  47. Awesome issues here. I am very glad to peer your post.Thanks a lot and I’m having a look forward to touch you.Will you kindly drop me a mail?

  52. Awesome issues here. I’m very satisfied to peer your post.Thank you a lot and I’m taking a look forward to contact you.Will you kindly drop me a mail?

  70. I’m not sure where you’re getting your info,but great topic. I needs to spend some time learning much more or understanding more.Thanks for fantastic info I was looking for this infofor my mission.

  81. I like the valuable info you provide in your articles. I will bookmark your blog and check again here frequently. I am quite certain I will learn a lot of new stuff right here! Best of luck for the next!

  92. Generally I do not read article on blogs, however I would liketo say that this write-up very compelled meto try and do it! Your writing taste has been surprised me.Thanks, very nice article.

  101. Liking the article.. thank you I enjoy you giving out your point of view.. Appreciate the admission you given.. Is not it great once you discover a great publish?

  104. What’s Happening i am new to this, I stumbled upon this I’ve found It positively helpful and it has aided me out loads.I hope to give a contribution & aid other customers like its helpedme. Great job.

  106. Heya i am for the primary time here. I found this boardand I find It truly useful & it helped me out much. I’m hoping to give something again and help others like you helped me.

  109. Coi Trực Tiếp Viettel Vs Bình Dương Tại V League 2021 Ở Kênh Nào? bong da truc tuyenĐội tuyển chọn nước Việt Nam chỉ cần thiết một kết trái hòa có bàn thắng để lần loại hai góp mặt tại World Cup futsal. Nhưng, nhằm làm được điều đó

  110. I will immediately grab your rss as I can’t in finding your email subscription hyperlink or newsletter service.Do you have any? Kindly allow me recognise sothat I may just subscribe. Thanks.

  114. Very excellent info can be found on blog . “I don’t know what will be used in the next world war, but the 4th will be fought with stones.” by Albert Einstein.

  115. Aw, this was a very nice post. In concept I wish to put in writing like this additionally ?taking time and actual effort to make an excellent article?however what can I say?I procrastinate alot and on no account appear to get something done.

  119. Hello there, just became alert to your blog through Google, and found that it is really informative.I’m going to watch out for brussels. I’ll appreciate if you continue this in future.Numerous people will be benefited from your writing.Cheers!

  120. I am now not certain the place you are getting your info, however great topic. I needs to spend a while studying more or understanding more. Thank you for excellent info I was looking for this information for my mission.

  125. Excellent post however , I was wanting to know if you could write a litte more on this subject? I’d be very thankful if you could elaborate a little bit further. Many thanks!

  126. Hey There. I discovered your blog the usage of msn. This is a really smartly written article. I will make sure to bookmark it and return to learn more of your useful info. Thanks for the post. I’ll certainly comeback.

  128. always i used to read smaller content that as wellclear their motive, and that is also happening with this article which I am reading now.

  129. Your style is so unique compared to other folks I’ve read stuff from. I appreciate you for posting when you’ve got the opportunity, Guess I’ll just book mark this blog.

  137. Wonderful blog! I found it while surfing around on Yahoo News.Do you have any suggestions on how to get listed in Yahoo News?I’ve been trying for a while but I never seem to getthere! Many thanks

  140. Hello there! I could have sworn I’ve been to this blogbefore but after going through many of the articles I realizedit’s new to me. Anyhow, I’m certainly pleased I came across it and I’ll be bookmarking it and checking back regularly!

  148. Really no matter if someone doesn’t understand then its up to other visitors that they will assist, so here it occurs.

  150. It?¦s really a nice and helpful piece of information. I?¦m glad that you just shared this helpful info with us. Please stay us informed like this. Thank you for sharing.

  151. great issues altogether, you just won a brand new reader. What would you recommend about your put up that you simply made a few days ago? Any certain?

  173. Its great as your other content : D, thanks for putting up. “Age is a function of mind over matter if you don’t mind, it doesn’t matter.” by Leroy Robert Satchel Paige.

  177. Aw, this was a really good post. Finding the time and actual effort to make a good articleÖ but what can I sayÖ I procrastinate a whole lot and don’t seem to get nearly anything done.

  180. Very nice post. I just stumbled upon your blog and wished tosay that I’ve truly enjoyed surfing around your blog posts.In any case I’ll be subscribing to your feed and I hope you write again soon!

  184. I am curious to find out what blog platform you happen to be using?I’m having some minor security issues with my latest blog and I would like to find somethingmore safe. Do you have any recommendations?

  186. I love what you guys are usually up too. This sort of clever workand exposure! Keep up the very good works guys I’veincorporated you guys to my own blogroll.

Leave a Reply

Your email address will not be published. Required fields are marked *