Based on initial client feedback, CME Group is proposing to convert on April 14, 2023 all Eurodollar futures and options (excluding June 2023 futures and options) to corresponding SOFR contracts. The proposal is subject to regulatory review and change, and is open for customer feedback through Friday, September 30.

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.

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