SOFR three-month and three-month SOFR futures have ranked among the fastest growing new products in the exchange’s 171-year history. 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. Since their debut one-month , 28,000 firms have traded CME SOFR futures, and ADV has grown to 140 in 2019 .
SOFR three-month and three-month SOFR futures have ranked among the fastest growing new products in the exchange’s 171-year history. Since their debut one-month , 28,000 firms have traded CME SOFR futures, and ADV has grown to 140 in 2019 .