The launch of Three-Month BSBY futures brings new inter-commodity spreads (ICS) to CME Group's short-term interest rate futures offerings. Learn how BSBY ICS vs. SOFR and Eurodollar futures can be used for hedging credit spreads, RV trading, and managing basis risk.
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.