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
vol plot