Your browser is unsupported

Please visit this URL to review a list of supported browsers.

ICE

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.

Trade across the curve