CME Group Completes Key Milestones in Conversion of Eurodollar Futures, Options and Cleared Swaps to SOFR-Based Derivatives
7.5 million contracts in Eurodollar OI and $4 trillion in cleared USD LIBOR swaps successfully converted to SOFR in AprilSOFR futures and options open interest reaches 48 million contracts CME Term... | April 24, 2023