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

> 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).

Canonical: https://volsurfacedesk.com/instruments/sofr-sro-swaptions-2026-benchmark-standard
Last updated: 2026-10-22T08:14:17.363Z

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

- Type: product
- Jurisdiction: US
- Regulatory body: CME Group / ICAP Swaption Matrix
- Wikidata: Q53536

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).

### Recorded metadata

| Field | Value |
| --- | --- |
| verifiedDate | 2026-10-22 |
| regulatoryBody | CME Group / ICAP Swaption Matrix |
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