Huggins, Doug; Schaller, Christian - 2022
"By many measures, the Eurodollar futures and options complex has been the most successful in the world. Since its …, the CME has introduced a SOFR futures contract based on this rate. In fact, the CME has introduced two futures contracts …--a three-month contact, and a one-month contract--along with options on these futures. The SOFR index has a number of key …