- SOFR Futures had record activity in August in terms of volume traded, in September they posted $1.7 trillion notional in activity
- Approximately 60% of Three Month SOFR market volume executed on ICE YTD
- 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 offer a margin efficient way to manage exposure in the short-term end of the USD curve
