Duration: 6:03
Level: Beginner

The combination of one-month and three-month contracts is expected to facilitate price discovery at various points of the money market curve. The spreading opportunities against well-established liquidity pools of 30-Day Federal Funds and three-month Eurodollar futures will help develop liquidity in both one-month and three-month contracts based on the overnight SOFR.

Contributed By: CME Group

Study Notes:

Original study notes from CME Group Education


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