CME Group, the world's leading and most diverse derivatives marketplace, today announced Secured Overnight Financing Rate (SOFR) futures reached a daily volume record of 152,649 contracts traded on Sept. 17, surpassing the previous single-day volume record of 86,459 contracts traded on July 25, 2019. SOFR futures open interest also reached an all-time high of 351,662 contracts on Sept. 17, surpassing the prior record of 311,371 contracts on Sept. 16. Since launch in May 2018, over 200 global market participants have traded more than 6.9 million SOFR futures contracts at CME Group. A record 120 large open interest ... (full story)