Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_services_company
Futures Contract |
| gptkbp:assetClass |
gptkb:Secured_Overnight_Financing_Rate
|
| gptkbp:category |
short-term interest rate futures
|
| gptkbp:currency |
gptkb:USD
|
| gptkbp:exchangeCode |
SR1
|
| https://www.w3.org/2000/01/rdf-schema#label |
SOFR futures
|
| gptkbp:introduced |
2018
|
| gptkbp:lastTradingDay |
second business day prior to third Wednesday of contract month
|
| gptkbp:listedOn |
gptkb:CME_Group
|
| gptkbp:marginRequirement |
set by CME Clearing
|
| gptkbp:purpose |
interest rate risk management
|
| gptkbp:referenceRate |
gptkb:SOFR
|
| gptkbp:regulates |
gptkb:CFTC
|
| gptkbp:replacedBy |
gptkb:Eurodollar_futures
|
| gptkbp:settlementPeriod |
third Wednesday of contract month
|
| gptkbp:settlementType |
cash settled
|
| gptkbp:stockExchange |
Sunday-Friday, nearly 24 hours
|
| gptkbp:targetUser |
$2,500,000
|
| gptkbp:tickSize |
0.0025%
|
| gptkbp:tickValue |
$6.25
|
| gptkbp:tradedOn |
gptkb:CME_Group
|
| gptkbp:usedBy |
hedgers
speculators arbitrageurs |
| gptkbp:bfsParent |
gptkb:Eurodollar_futures
|
| gptkbp:bfsLayer |
6
|