CME Group will introduce SOFR options from 6 January. Second-nearest Quarterly and all Serials: 0.0025 points ($6.25) if premium ≤ 0.05 points, and 0.005 points ($12.50) The new option is a “risk-free” option, meaning that the fund manager can choose to buy or sell at any time without having to pay for it.
CME Group will introduce SOFR options from 6 January. The new option is a “risk-free” option, meaning that the fund manager can choose to buy or sell at any time without having to pay for it.