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CME Group Announces Record SOFR Futures Volume and Open Interest

CME Group Announces Record SOFR Futures Volume and Open Interest

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CHICAGO, Oct. 21, 2021 /PRNewswire/ — CME Group, the world’s leading and most diverse derivatives marketplace, today announced that a record 396,421 SOFR futures contracts were traded on October 18, 2021, surpassing the previous record of 341,922 contracts set on June 18, 2021. SOFR futures open interest continues to grow as well, reaching a record 1,166,016 contracts on October 19, 2021, up 170% and growing 16% in one month, having surpassed one million contracts of open interest on September 15, 2021.

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