SOFR Futures

The Secured Overnight Financing Rate (SOFR) is a broad measure of the overnight cost of borrowing cash collateralized by Treasury securities. Both One Month and Three Month futures contracts trade at ICE Futures Europe and clear through ICE Clear Europe. ICE SOFR follows the successful launch of ICE SONIA futures which have traded in excess of £1.4 trillion in notional volume.

ICE One and Three Month SOFR futures offer market participants access to a deep liquidity pool and margin offset efficiencies. For ease of execution, Inter-Contract spreads between Three Month SOFR and Eurodollar futures will be available in the order book shortly after launch.

Learn more about SONIA futures