Benchmark or product
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 StandardSOFR-SRO-SWAPTIONS-STD
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).
Updated
Coverage of CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard
8 articles
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…
Common questions
3 questions answered
What is CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard (SOFR-SRO-SWAPTIONS-STD) and how is it classified?
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). In VolSurface Desk's entity index, CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard is classified as a benchmark or product with identifier or ticker code SOFR-SRO-SWAPTIONS-STD and Wikidata knowledge graph identifier Q53536.
Which jurisdiction and regulatory authority oversee CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard?
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard is tracked under the US jurisdiction, with primary regulatory oversight or statutory reference tied to CME Group / ICAP Swaption Matrix. Key structured dossier attributes include verified date: 2026-10-22; regulatory body: CME Group / ICAP Swaption Matrix.
How is CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard covered in VolSurface Desk institutional research?
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard is referenced across 8 published research articles on VolSurface Desk. Coverage examines regulatory filings, market structure impact, and cross-border compliance developments involving CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard (SOFR-SRO-SWAPTIONS-STD).
Peer entities comparison
Side-by-side regulatory & classification matrix for CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 Standard and related entities
| Entity | Classification | Ticker / code | Jurisdiction | Regulator / statute | Wikidata ID | Articles |
|---|---|---|---|---|---|---|
CME SOFR Options & Interest Rate Swaption Normal (Bachelier) Volatility Grid — 2026 StandardCurrent | Benchmark or product | SOFR-SRO-SWAPTIONS-STD | US | CME Group / ICAP Swaption Matrix | Q53536 | 11 |
| Benchmark or product | VIX1D-VIX9D-SHORT | US | Cboe Global Markets | Q53536 | 11 | |
| Benchmark or product | VIX1D-VIX9D-SHORT-STD | US | Cboe Global Markets | Q53536 | 11 | |
| Benchmark or product | SPX-0DTE-GEX | US | Cboe Global Markets | Q53536 | 11 | |
| Benchmark or product | SPX-0DTE-GEX-STD | US | Cboe Global Markets | Q53536 | 11 | |
| Benchmark or product | VIX-VX1-VX2-ROLL | US | Cboe Futures Exchange (CFE) | Q53536 | 11 | |
| Benchmark or product | VIX-VX1-VX2-ROLL-STD | US | Cboe Futures Exchange (CFE) | Q53536 | 11 |