Building on CME's rapidly growing SOFR futures and deep expertise in listed Interest Rate options, SOFR options give clients a holistic solution for managing SOFR price risk across futures, options, and cleared swaps.
As the first listed non-linear product on the SOFR benchmark, SOFR options further assist with the market’s adoption of SOFR as the alternative reference rate, and in its usefulness as a Treasury Repo Index.
View 3-Month SOFR options SER View 1-Month SOFR options SER
CME Globex / Open Outcry | Bloomberg | CQG | Reuters Globex RIC | Reuters Composite RIC | TT | |
Options on Three-Month SOFR futures | ||||||
Standard Quarterly/Serial options | SR3 | SFR | SOFRSR3 | 1SRA | SRA | SR3 |
1-Year Mid-Curve options | S0 | 0Q | SOFRS0 | 1SN | SN | S0 |
2-Year Mid-Curve options | S2 | 2Q | SOFRS2 | 1SL | SL | S2 |
3-Year Mid-Curve options | S3 | 3Q | SOFRS3 | 1SQ | SQ | S3 |
4-Year Mid-Curve options | S4 | 4Q | SOFRS4 | 1SH | SH | S4 |
5-Year Mid-Curve options | S5 | 5Q | SOFRS5 | 1SE | SE | S5 |
Weekly 1-Year Mid-Curve options | S01 - S05 | SOE | SOFRS01 - SOFRS05 | 1SN1W - 1SN5W | SN1W - SN5W | S01 - S05 |
Weekly 2-Year Mid-Curve options | S21 - S25 | SOT | SOFRS21 - SOFRS25 | 1SL1W - 1SL5W | SL1W - SL5W | S21 - S25 |
Weekly 3-Year Mid-Curve options | S31 - S35 | SSO | SOFRS31 - SOFRS35 | 1SQ1W - 1SQ5W | SQ1W - SQ5W | S31 - S35 |
3-Month Mid-Curve options | TS2 | SRA | SOFRTS2 | 1T2S | T2S | TS2 |
6-Month Mid-Curve options | TS3 | SRR | SOFRTS3 | 1TS | TS | TS3 |
9-Month Mid-Curve options | TS4 | SRW | SOFRTS4 | 1T4S | T4S | TS4 |
Options on One-Month SOFR futures | ||||||
One-Month SOFR options | SR1 / S10 | SERKOC ELEC Comdty* | SOFRSR1* | 1S1R | S1R | SR1 |
DTN: @SR1*
Fidessa, FIS Global, ION (Pats & FFastFill), and Itiviti (Orc & Tbricks): SR1
*Globex only
Option Product | Underlying Future | |||||
Contract Month |
Symbol | Option Expiry Date | Contract Month |
Expiry Date | ||
Quarterlies & Serials | Serial SOFR options | Feb-2020 | SR3G0 | Friday, February 14, 2020 | Mar-2020 | Tuesday, June 16, 2020 |
Serial Eurodollar options | Feb-2020 | EDG0 | Friday, February 14, 2020 | Mar-2020 | Monday, March 16, 2020 | |
Quarterly SOFR options | Mar-2020 | SR3H0 | Friday, March 13, 2020 | Mar-2020 | Tuesday, June 16, 2020 | |
Quarterly Eurodollar options | Mar-2020 | EDH0 | Monday March 16, 2020 | Mar-2020 | Monday, March 16, 2020 | |
Serial SOFR options | Apr-2020 | SR3J0 | Thursday, April 9, 2020 | Jun-2020 | Tuesday, September 15, 2020 | |
Serial Eurodollar options | Apr-2020 | EDJ0 | Thursday, April 9, 2020 | Jun-2020 | Monday, June 15, 2020 | |
Quarterly SOFR options | Jun-2020 | SR3M0 | Friday, June 12, 2020 | Jun-2020 | Tuesday, September 15, 2020 | |
Quarterly Eurodollar options | Jun-2020 | EDM0 | Monday, June 15, 2020 | Jun-2020 | Monday, June 15, 2020 | |
Midcurves | Serial SOFR 1-Yr Mid-Curve | Feb-2020 | S0G0 | Friday, February 14, 2020 | Mar-2021 | Tuesday, June 15, 2021 |
Serial Eurodollar 1-Yr Mid-Curve | Feb-2020 | E0G0 | Friday, February 14, 2020 | Mar-2021 | Monday, March 15, 2021 | |
Quarterly SOFR 1-Yr Mid-Curve | Mar-2020 | S0H0 | Friday, March 13, 2020 | Mar-2021 | Tuesday, June 15, 2021 | |
Quarterly Eurodollar 1-Yr Mid-Curve | Mar-2020 | E0H0 | Friday, March 13, 2020 | Mar-2021 | Monday, March 15, 2021 | |
Serial SOFR 1-Yr Mid-Curve | Apr-2020 | S0J0 | Thursday, April 9, 2020 | Jun-2021 | Tuesday, September 14, 2021 | |
Serial Eurodollar 1-Yr Mid-Curve | Apr-2020 | E0J0 | Thursday, April 9, 2020 | Jun-2021 | Monday, June 14, 2021 | |
Quarterly SOFR 1-Yr Mid-Curve | Jun-2020 | S0M0 | Friday, June 12, 2020 | Jun-2021 | Tuesday, September 14, 2021 | |
Quarterly Eurodollar 1-Yr Mid-Curve | Jun-2020 | E0M0 | Friday, June 12, 2020 | Jun-2021 | Monday, June 14, 2021 |