Trade SOFR and STIR Intercommodity Spreads on CME Direct

Easily access SOFR futures on CME Direct, CME Group’s fast, secure and highly-configurable trading front-end.

Find steps below for information on how to add 1- and 3-month SOFR outright futures, calendar spreads and intercommodity spreads between SOFR, Eurodollar and Fed Funds futures to your CME Direct screen.

SOFR Home

Return to the SOFR homepage for more information regarding contract specs, educational resources, and more.

SOFR Futures

How Do I Get Started Trading SOFR on CME Direct?

You have two options for adding SOFR on your CME Direct screen.

Import a Pre-Configured Template to Your Current CME Direct Configuration

Current CME Direct users can import the trading grid populated with SOFR futures contracts and spreads by following these simple steps:

1. Right click on the button below and save the .xml file to your computer (e.g. save to desktop)

SOFR Trading Grid

2. In CME Direct, navigate from the Menu button at the top to “Import View”

3. This will open up a dialogue box where you can navigate to where you saved the xml file.

4. Click on the file to see a new tab in CME Direct labeled, “SOFR/STIR,” which will contain a configuration similar to the below image

Importing a new trading grid will not interfere with any previously established configurations.

Create a New Grid or Add Products to an Existing Grid

To view SOFR products, you can set up a new futures grid or add the contracts to an existing futures grid. Do this by right clicking on the new or existing grid and selecting, “edit view.”

See the below screenshots of a CME Direct screen for details on how to find each product.

Adding SOFR 1- and 3-Month Outrights, Calendars (Period Spreads), Butterflies

Adding Intercommodity 1:1 SOFR-Related Spreads (SR3/GE, SR1/ZQ)

Adding STIR ICS Intercommodity Ratio Spreads (6:10) ZQ/GE & ZQ/SR3

Not a CME Direct User Yet?

You have two options to get started today with CME Direct

Complete the Firm and User Registration Form

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