CME Group, the world's leading and most diverse derivatives marketplace, today announced that its SOFR futures contracts reached a new record, surpassing one million contracts of open interest on
SOFR futures open interest reached 1,004,882 contracts yesterday, marking its seventh-consecutive record open interest day:
09/15/2021 |
1,004,882 |
09/14/2021 |
951,157 |
09/13/2021 |
932,009 |
09/10/2021 |
921,028 |
09/09/2021 |
911,495 |
09/08/2021 |
894,362 |
09/07/2021 |
883,105 |
"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," said
Additionally, SOFR-linked open interest, which includes open interest in SOFR futures and options plus any Eurodollar futures and options open interest beyond
SOFR futures and cleared OTC swaps are listed with and subject to the rules of CME. For more information on SOFR futures, please visit www.cmegroup.com/sofr.