CME Monthly (SR3) and 1, 2, 3, 4, or 5 Year Mid-Curve (S0,S2,S3,S4,S5) FOP on Three-month SOFR Futures and Options on Futures (SR3) offered by the CME exchange are available for trading at IBKR by entering the symbol SOFR3 into one of our trading platforms. After entering the symbol SOFR3, select Futures or Options on Futures. In Client Portal, after entering the symbol SOFR3, select Futures or Future Options under Secured Overnight Financing Rate 3-month average of rates select Last Trading Day and then select trading class.
| Trading Class | Listed Contracts | Termination of Trading | |
| American Options | SR3 | Quarterly contracts (Mar, Jun, Sep, Dec) listed for 16 consecutive quarters and the 4 near month serial contracts . | On the Friday before the 3rd Wednesday of the contract month. |
| 1 Year Mid-Curve Option | SO | Quarterly contracts (Mar, Jun, Sep, Dec) listed for 5 consecutive quarters and the 4 near month serial contracts. | On the Friday before the 3rd Wednesday of the contract month. |
| 2 Year Mid-Curve Option | S2 | Quarterly contracts (Mar, Jun, Sep, Dec) listed for 5 consecutive quarters and the 4 near month serial contracts. | On the Friday before the 3rd Wednesday of the contract month. |
| 3 Year Mid-Curve Option | S3 | Quarterly contracts (Mar, Jun, Sep, Dec) listed for 5 consecutive quarters and the 4 near month serial contracts. | On the Friday before the 3rd Wednesday of the contract month. |
| 4 Year Mid-Curve Option | S4 | Quarterly contracts (Mar, Jun, Sep, Dec) listed for 5 consecutive quarters and the 4 near month serial contracts. | On the Friday before the 3rd Wednesday of the contract month. |
| 5 Year Mid-Curve Option | S5 | Quarterly contracts (Mar, Jun, Sep, Dec) listed for 5 consecutive quarters and the 4 near month serial contracts. | On the Friday before the 3rd Wednesday of the contract month. |
You must have trading permissions for United States Futures and United States Futures Options, and to see live data you must subscribe to the US Securities Snapshot and Futures Value Bundle or CME Real-Time Top of Book market data in Client Portal.
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