Short-Term Interest Rate Intercommodity Spreads

  • 25 Jul 2023
  • By CME Group

CME Globex-listed Intercommodity Spreads (ICS) on Short-term Interest Rate futures, including the SOFR, Fed Funds, and ESTR futures, allow for more efficient execution of relative-value trades between money market rates, with reduced leg risk and enhanced liquidity.

View Product Details

About CME Group

As the world’s leading derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

Follow us for global economic and financial news.

CME Group on Twitter

CME Group on Facebook

CME Group on LinkedIn