What is SOFR?

What is SOFR?

New Whitepaper: What is SOFR? This note offers an introduction to the Secured Overnight Financing Rate (SOFR) and CME One-Month and Three-Month SOFR futures. It compares the underlying interest rate exposures for SOFR futures versus those for other short-term interest rate futures, both to indicate normal spread relationships and to highlight characteristics that futures users…...

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