Listed Sixteen quarterlies along with four nearest serials One quarterly along with two nearest serials Minimum Price Fluctuation Nearest Quarterly: 0.0025 points ($6.25 per contract) if option is for nearest monthly option expiration date, else 0.0025 points ($6.25) if premium ≤ 0.05 points, and 0.005 points ($12.50) if premium > 0.05 points Second-nearest Quarterly and all Serials: 0.0025 points ($6.25) if premium ≤ 0.05 points, and 0.005 points ($12.50) if premium > 0.05 points All other Quarterly: 0.005 points ($12.50), with CAB = 0.0025 points ($6.25) 0.005 points ($12.50 per contract), with CAB = 0.0025 points ($6.25 per contract) 0.005 points ($12.50 per contract), with CAB = 0.0025 points ($6.25 per contract) 3-Month Mid-Curve: 0.0025 points ($6.25) for option premium ≤ 0.05 IMM index points, and 0.005 points ($12.50) for option premium > 0.05 IMM index points 6- and 9-Month Mid-Curves: 0.005 points ($12.50), with CAB = 0.0025 points ($6.25) Initial listings at launch Jan 2020, Feb 2020, Mar 2020, Apr 2020, May 2020, Jun 2020, Sep 2020, Dec 2020, Mar 2021, Jun 2021, Sep 2021, Dec 2021, Mar 2022, Jun 2022, Sep 2022, Dec 2022, Mar 2023, Jun 2023, Sep 2023, Dec 2023 Jan 2020, Feb 2020, Mar 2020, Apr 2020, May 2020, Jun 2020, Sep 2020, Dec 2020, Mar 2021 Jan 2020 Week 3, Jan 2020 Week 4 Jan 2020, Feb 2020, Mar 2020
CME Group will introduce SOFR options from 6 January. The listing and contract design will be very similar to eurodollar and mid curve options mirroring listing rules, strike and price increments.