A User’s Guide to CME SONIA Futures
Want to trade SONIA futures? You've come to the right place.
This note summarizes the background and workings of the SONIA benchmark and details the contract specifications for MPC and Quarterly IMM SONIA futures, including settlements, initial margin, margin offsets, vendor codes and rules.
SONIA Home
Return to the SONIA homepage for more information regarding contract specs, educational resources and more.
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.