One-Month SOFR
Futures and Options
Options on One-Month SOFR Futures - Quotes
TIME & SALES DATA
Looking for Time & Sales data? You can now access it on CME DataMine, our easy-to-use, self-service platform for historical data.
About One-Month SOFR
CME SOFR futures offer the leading source of price discovery and liquidity on the Secured Overnight Financing Rate (SOFR), a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. One-Month SOFR futures (SR1) are cash settled and based on the arithmetic average of daily SOFR values during the contract delivery month.