Option Market Analytics
SOFR Rates
- SOFR Rates August 2, 2024
- CME SR1 = One-month SOFR Options
- CME SR3 = Three-month SOFR Options
- CME S0 = One-year Mid-curve Three-month SOFR Options
- CME S2 = Two-year Mid-curve Three-month SOFR Options
- CME S3 = Three-year Mid-curve Three-month SOFR Options