Short-Term Interest Rate Intercommodity Spreads

CME Globex listed Intercommodity Spreads (ICS) on Short-term Interest Rate futures, including the Eurodollar vs. Fed Funds Spread and spreads involving SOFR futures, allow for easier and more efficient execution of a common trading strategy, reducing leg risk on executions and enabling the formation of spread liquidity. The Eurodollar vs. Fed Funds spread launched March 12, 2018, and a variety of SOFR spreads will be available upon the launch of SOFR Futures on May 7, 2018.

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