- 51% of Three Month SOFR market volume executed on ICE YTD
- In 2021, we will continue to build on the growth seen in these markets and attract further market participants
- 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 the 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
