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One-Month SOFR Volume

CME SOFR futures offer the leading source of price discovery and liquidity on the Secured Overnight Financing Rate (SOFR), a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. One-Month SOFR futures (SR1) are cash settled and based on the arithmetic average of daily SOFR values during the contract delivery month. 

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More on SOFR

Learn about SOFR futures and stay informed of developments within the broader ecosystem including the latest cash issuance tied to SOFR.

CME SOFR Futures

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