Support Board
Date/Time: Tue, 22 Apr 2025 11:30:05 +0000
Post From: SR3Z4 symbol no data
| [2025-01-22 15:51:25] |
| User480109 - Posts: 49 |
|
Yes there is. You guys do not understand the SOFR space and you're saying CME is incorrect?? SR3Z4 is a SOFR product that expires on 3/18. If you look at the cme website, you will see volume (and continue to see such until 3/18/2025). https://www.cmegroup.com/markets/interest-rates/stirs/three-month-sofr.quotes.html SOFR is different than the old Eurodollars in that it settles based on accrual. You will see that the example June 2017 does not expire in June, but rather in 9/19/17. https://www.cmegroup.com/education/files/sofr-futures-settlement-calculation-methodologies.pdf please educate yourselves and look at the exchange data again before being stubborn. |