Trading SOFR Packs in Short-term Interest Rate Strategies

Webinar: Trading SOFR Packs in Short-term Interest Rate Strategies

    Registration is now closed.

We look forward to you joining us for a webinar on trading SOFR (SR3) packs.

Join us as David Gibbs, Director of Education, reviews the pricing mechanics of the SR3 contracts as well as the pricing model for SR3 packs. David will also cover details of this important product and provide trading examples to demonstrate the value of using this product to manage your short-term interest rate risk.

This webinar will focus on:

  • Quarterly contract listing of 3-Month SOFR (SR3) futures out 10 years, representing a forward curve
  • Trading SR3 contracts as four consecutive quarterly contracts known as a “pack”
  • Trading SR3 packs against each other to express views on the slope and shape of the SOFR forward curve
  • Trading SR3 packs against other futures contracts like U.S. Treasuries and IRS contracts

Complete your registration by following the registration link. Further instructions on joining will be provided following registration.

Please email if you have any questions.

Webinar Details

February 1, 2023

8:00 a.m.– 9:00 a.m. CT