Benchmark oder Finanzprodukt

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 StandardSOFR-SRO-SWAPTIONS-STD

Name: CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard (SOFR-SRO-SWAPTIONS-STD) — Strukturiertes Entitäts-Dossier
Creator: VolSurface Desk
License: https://creativecommons.org/licenses/by/4.0/

Aktualisiert 22. Oktober 2026

8 Analysen

VIX Term Structure & Skew
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Dealer Delta/Gamma Hedging Equations & E-Mini S&P 500 Futures Impact (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing intraday…
Second-Order Greeks & Hedging
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing exact
OCC Margin & Dispersion Desk
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: FOMC & CPI Event Volatility Crush & Forward Variance Decomposition (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing extracting…
0DTE Gamma & Volatility Surface
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Constant-Maturity Contango Roll Drag & Backwardation Flip Triggers (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing daily
VIX Term Structure & Skew
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Clearinghouse Margin Monte Carlo Scenarios & Intraday Call Triggers (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing 99% 2
Second-Order Greeks & Hedging
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: 25-Delta Strike Skew, Put Wing Convexity & No-Arbitrage Bounds (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing preventing…
OCC Margin & Dispersion Desk
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: Correlation Spike Stress Audit & Institutional Dispersion Unwinds (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing index
0DTE Gamma & Volatility Surface
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid: 3:50 PM ET Market-on-Close (MOC) Imbalance & 4:00 PM Cash Settlement (98.5 bps Annualized Normal Vol (1Y10Y) Benchmark)
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid (SOFR-SRO-SWAPTIONS) stands at 98.5 bps (Annualized Normal Vol (1Y10Y)) (Source: CME Group / ICAP Swaption Matrix, 2026-10-20), governing terminal…

Häufig gestellte Fragen (FAQ)

3 Fragen beantwortet

Was ist CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard und wie wird die Entität klassifiziert?

SOFR-SRO-SWAPTIONS 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by CME Group / ICAP Swaption Matrix governing CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid across US capital markets (98.5 bps Annualized Normal Vol (1Y10Y), October 2026). CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard ist im Knowledge Graph als Benchmark oder Finanzprodukt (Kennung: SOFR-SRO-SWAPTIONS-STD) eingestuft.

Welche Jurisdiktion und Aufsichtsbehörde überwachen CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard?

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard wird unter der Jurisdiktion US geführt, mit primärer Aufsichtsreferenz bei CME Group / ICAP Swaption Matrix.

Wie wird CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard im Research von VolSurface Desk abgedeckt?

CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard wird in 8 veröffentlichten Analysen auf VolSurface Desk referenziert und mit Broker-Dossiers sowie Rankings verknüpft.

Verknüpfte Regulierte Broker-Dossiers

Quantitative Rankings →

OANDA →

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Saxo →

8 Lizenzen

Straits Financial Group →

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StoneX One →

5 Lizenzen

AvaTrade →

8 Lizenzen

Inter Pan →

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Finanzaufsichtsbehörden & Lizenzregister

Alle Aufsichtsbehörden →

Taipei Exchange (TPEx) — Taipei Exchange (TPEx)U.S. Securities and Exchange Commission — U.S. Securities and Exchange Commission Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI) — Commodity Futures Trading Regulatory Agency of Indonesia (BAPPEBTI)Jakarta Futures Exchange (JFX) — Jakarta Futures Exchange (JFX)AMF — Autorité des marchés financiers AMF — The Autorité des marchés financiers

Peer-Entitäten-Vergleichsmatrix

Regulatorischer und klassifikatorischer Vergleich für CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard und verwandte Entitäten

Entitäten-Index →

Entität	Klassifizierung	Ticker / Code	Jurisdiktion	Aufsichtsbehörde	Wikidata ID	Analysen
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 StandardAktuell	Benchmark oder Finanzprodukt	SOFR-SRO-SWAPTIONS-STD	US	CME Group / ICAP Swaption Matrix	Q53536	11
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks	Benchmark oder Finanzprodukt	VIX1D-VIX9D-SHORT	US	Cboe Global Markets	Q53536	11
Cboe 1-Day (VIX1D) & 9-Day (VIX9D) Ultra-Short Volatility Benchmarks — 2026 Standard	Benchmark oder Finanzprodukt	VIX1D-VIX9D-SHORT-STD	US	Cboe Global Markets	Q53536	11
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX)	Benchmark oder Finanzprodukt	SPX-0DTE-GEX	US	Cboe Global Markets	Q53536	11
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) — 2026 Standard	Benchmark oder Finanzprodukt	SPX-0DTE-GEX-STD	US	Cboe Global Markets	Q53536	11
Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation)	Benchmark oder Finanzprodukt	VIX-VX1-VX2-ROLL	US	Cboe Futures Exchange (CFE)	Q53536	11
Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) — 2026 Standard	Benchmark oder Finanzprodukt	VIX-VX1-VX2-ROLL-STD	US	Cboe Futures Exchange (CFE)	Q53536	11

Institutionelle Analysen zu CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard

Häufig gestellte Fragen (FAQ)

Verknüpfte Regulierte Broker-Dossiers

Finanzaufsichtsbehörden & Lizenzregister

Peer-Entitäten-Vergleichsmatrix