ICE reports $1.03 trillion notional in SOFR activity for January 2021

  • $1.03 trillion notional in SOFR activity in January
  • OI in the complex stood at a record $124 billion notional equivalent by the end of the month
  • ICS for 3 Month SOFR and Eurodollar futures are available in the Central Limit Order Book
  • SOFR futures minimum price fluctuation is 0.0025 or $25 throughout the strips
  • The contracts trade alongside the full suite of ICE Fixed Income and RFR futures and options and offer a margin efficient way to manage exposure in the short-term end of the USD curve

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