An efficient and standardized way to trade SOFR swaps:
Start Period | End Period | ||||||||
---|---|---|---|---|---|---|---|---|---|
CBT | INTEREST RATES | 3-YEAR ERIS SOFR SWAP FUTURES | YIC | 12/2020 | 12/2020 | 375 USD | 40.000% | ||
CBT | INTEREST RATES | 3-YEAR ERIS SOFR SWAP FUTURES | YIC | 03/2021 | 12/2021 | 435 USD | 40.000% |