CME将于10月推出两个Sonia期货
CME集团计划于10月1日推出英镑隔夜指数期货(Sonia)，加入洲际交易所(ICE)和CurveGlobal，成为唯一一家提供英镑衍生品期货的交易所。一个是国际货币市场(IMM)季度合约，其按照英镑无风险参考利率工作组的建议规格，另一个合约是遵循英格兰银行货币政策委员会(MPC)的日期。IMM合约的间隔时间为3个月，MPC合约的间隔时间按照英国央行货币政策委员会通常每6周发布一次的公告日期。
TMX to extend trading hours on October 9
CME Group is planning to launch Sterling Overnight Index (Sonia) futures on October 1, joining the Intercontinential Exchange (ICE) and CurveGlobal as the only exchanges to offer futures on the sterling alternative to Libor. A quarterly International Monetary Market (IMM) dated contract that observes the recommended specifications of the Working Group on Sterling Risk Free Reference Rates, as well as a Bank of England Monetary Policy Committee (MPC) meeting dated contract. The IMM contract’s interval is 3 months in length, and the MPC’s follows the schedule of the Bank of England Monetary Policy Committee announcement dates that typically take place every 6 weeks.
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