CME to launch on August 26 first total return future based on SOFR

25th July, 2024

Luke Jeffs
ChicagoGIG

The Chicago group has a liquid AIR S&P 500 Total Return future (TRF) based on the established Effective Federal Funds Rate (EFFR) but the launch of SOFR based version will allow firms to lock-in the overnight floating rate

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP

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