CME SOFR Futures’ first year: Total volume of 3.5M contracts ($6.4T in notional, $100M DV01), with open interest reaching 151K contracts ($479B notional). Ultra 10-Year Note 101,223 326,035 Ultra T-Bond 53,548 396,692 E-mini Nasdaq-100 32,405 35,059 E-mini Dow 29,840 32,516 Eurodollar Futures 1,240 20,336 Fed Fund Futures 275 3,761 In today's mature state, Eurodollars and Fed Funds are the world's deepest and most liquid short-term interest rate products. Eurodollar Futures 38 2,900,000 12,570,000 Eurodollar Options 34 1,720,000 52,320,000 Fed Fund Futures 31 274,000 1,900,000 ADV and OI in the tables above reported in # of contracts. *As highlighted in the ARRC’s “SOFR: A Year in Review," CME remains the only exchange to report participant count. Learn more about SOFR futures
CME one-month and three-month SOFR futures have ranked among the fastest growing new products in the exchange’s 171-year history. The CFTC has also approved a number of other derivatives products, including options on gold futures, which are expected to be launched later this year.