Many financial market participants are familiar with the Eurodollar futures and options complex, which has been a mainstay of global finance for more than thirty years. But with the advent of the SOFR futures and options complex as the successor to the Eurodollar complex, most professional market participants will need a primer on the new SOFR contracts. SOFR Futures and Options is that primer.
SOFR Futures and Options
- Explains the secured overnight financing rate--the index on which the SOFR futures and options complex is based
- Provides detailed specifications of the SOFR futures and options contacts listed at the CME
- Discusses the effects of margin on the pricing, hedging, and trading of SOFR futures and options contracts
- Provides detailed worked examples of typical SOFR trades
SOFR Futures Options is the standard resource for professional market participants seeking a practical understanding of the SOFR futures and options complex.
