Confirmed by client validation, CME Group will convert all eligible Eurodollar futures and options to SOFR equivalent contracts on April 14, 2023.
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.