10 Dec 2018 "Some $750 billion in daily volume makes Sofr the deepest, highest Over 7,000 CME Sofr futures contracts traded in the first week (listed May  5 Sep 2018 CME #SOFR futures open interest has grown to $105B notional with total volume of 278K contracts since launch. Read about SOFR's 

15 Jan 2019 The size, scale and scope of LIBOR usage make this shift arguably the interest in CME SOFR futures hit a new high of 80,000 contracts and  12 Jul 2018 SwapClear to extend product eligibility to include SOFR Overnight The effect on mitigation of systemic risk, taking into account the size of the CME Group introduced the 1-month and 3-month SOFR futures contract to the  30 Oct 2019 In Q3, average daily volume grew to more than 20 million contracts per day, In the month of September, the SOFR futures as Terry mentioned  13 May 2019 We use SOFR fixing rates, SOFR 1-month futures contract rates and typically small when the futures contracts had sufficient trade volume. 22 May 2019 by end 2018. CME began SOFR Futures on May 7, 2018; Uncertainty over the transition of existing LIBOR-based contracts. • Lack of Swap market liquidity - The volume of SOFR swaps transactions remains relatively light,. 10 Dec 2018 "Some $750 billion in daily volume makes Sofr the deepest, highest Over 7,000 CME Sofr futures contracts traded in the first week (listed May 

So really the tick value is derived from the notional contract value and the tick size, not the other way around. 1m vs 3m ICE SOFR Futures By contrast, ICE states that a 1m USD SOFR future has a contract value of \$12,000,000, and has a tick size and value of 0.0025 and \$25 respectively.

5 Feb 2019 As. Figure 2 shows, liquidity in the CME SOFR futures market has been building over time, particularly for three-month contracts. Trading volume  24 Jan 2020 That should generate SOFR swap volume that will fill out data that can be noting that open interest on three-month futures contracts has more  15 Jan 2019 The size, scale and scope of LIBOR usage make this shift arguably the interest in CME SOFR futures hit a new high of 80,000 contracts and  12 Jul 2018 SwapClear to extend product eligibility to include SOFR Overnight The effect on mitigation of systemic risk, taking into account the size of the CME Group introduced the 1-month and 3-month SOFR futures contract to the  30 Oct 2019 In Q3, average daily volume grew to more than 20 million contracts per day, In the month of September, the SOFR futures as Terry mentioned 

4 Nov 2019 CME Group reports, open interest in SOFR futures grew to 508K contracts ($1.9T notional*) in October on average daily volume of 44K 

12 Jul 2018 SwapClear to extend product eligibility to include SOFR Overnight The effect on mitigation of systemic risk, taking into account the size of the CME Group introduced the 1-month and 3-month SOFR futures contract to the  30 Oct 2019 In Q3, average daily volume grew to more than 20 million contracts per day, In the month of September, the SOFR futures as Terry mentioned  13 May 2019 We use SOFR fixing rates, SOFR 1-month futures contract rates and typically small when the futures contracts had sufficient trade volume.

So really the tick value is derived from the notional contract value and the tick size, not the other way around. 1m vs 3m ICE SOFR Futures By contrast, ICE states that a 1m USD SOFR future has a contract value of \$12,000,000, and has a tick size and value of 0.0025 and \$25 respectively.

22 May 2019 by end 2018. CME began SOFR Futures on May 7, 2018; Uncertainty over the transition of existing LIBOR-based contracts. • Lack of Swap market liquidity - The volume of SOFR swaps transactions remains relatively light,. 10 Dec 2018 "Some $750 billion in daily volume makes Sofr the deepest, highest Over 7,000 CME Sofr futures contracts traded in the first week (listed May  5 Sep 2018 CME #SOFR futures open interest has grown to $105B notional with total volume of 278K contracts since launch. Read about SOFR's  5 Oct 2018 As of late August, trading in the CME's Sofr futures contracts had steadily grown since its May inception, with total volume exceeding 200,000  6 Jan 2020 SOFR futures were rolled out in 2018 by CME, whose eurodollar futures contract –- with settlement based on Libor –- remains its most-traded  4 May 2018 step in which will be taken on May 7 when SOFR futures begin trading. The breadth and size of instruments and derivatives linked to USD LIBOR rate over the course of the contract month, just like fed funds futures reflect. Get an overview of SOFR futures, including background on the Secured Overnight Financing Rate, contract design, comparisons to STIR benchmarks and more. Markets Home Active trader. Hear from active traders about their experience adding CME Group futures and options on futures to their portfolio.

1 Dec 2019 SOFR futures and SOFR-based swaps volume will fall far short of Obviously, there is little interest in trading a contract that is already two 

4 Nov 2019 CME Group reports, open interest in SOFR futures grew to 508K contracts ($1.9T notional*) in October on average daily volume of 44K  1 Dec 2019 SOFR futures and SOFR-based swaps volume will fall far short of Obviously, there is little interest in trading a contract that is already two  26 Nov 2019 We expect the trading volume and open interest in SOFR futures to SOFR rate, the CME's SOFR futures contract, launched in May 2018, has 

Find information for Options on Three-Month SOFR Futures Contract Specs provided by CME Group. View Contract Specs. In this section, we analyze the growth of the SOFR futures markets using CME product data, comparing SOFR to other contracts volume growth trajectories. Both One Month and Three Month futures contracts trade at ICE Futures of ICE SONIA futures which have traded in excess of £1.4 trillion in notional volume.